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Time series analysis

""In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain...

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Detalles Bibliográficos
Autor principal: Madsen, Henrik
Lenguaje:eng
Publicado: CRC Press 2007
Materias:
Acceso en línea:http://cds.cern.ch/record/2019019
Descripción
Sumario:""In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain and motivate the methodology with real data. … this introductory book will be interesting and useful not only to undergraduate students in the UK universities but also to statisticians who are keen to learn time-series techniques and keen to apply them. I have no hesitation in recommending the book.""-Journa