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Digital foundations of time series analysis

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Published by Holden-Day in San Francisco .
Written in English


Book details:

Edition Notes

StatementEnders A. Robinson, Manuel T. Silvia. Vol.2, Wave-equation space-time processing.
SeriesHolden-Day Series in time series analysis and digital signal processing
ContributionsSilvia, Manuel T.
The Physical Object
Pagination534p. :
Number of Pages534
ID Numbers
Open LibraryOL22571648M
ISBN 100816272719

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Additional Physical Format: Online version: Robinson, Enders A. Digital foundations of time series analysis. San Francisco: Holden-Day, © The goals of this book are to develop an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing data, and still maintain a commitment to theoretical integrity, as exempli ed by the seminal works of Brillinger () and Hannan () and the texts by Brockwell and Davis () and Fuller ().   Foundations of time series for researchers and students This volume provides a mathematical foundation for time seriesanalysis and prediction theory using the idea of regression and thegeometry of Hilbert spaces. It presents an overview of the tools oftime series data analysis, a detailed structural analysis ofstationary processes through various . Book reviews - Digital foundations of time series analysis, vol. 1, the box-jenkins approachAuthor: B. Hunt.

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