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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
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author Madsen, Henrik
author_facet Madsen, Henrik
author_sort Madsen, Henrik
collection CERN
description ""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
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2007
publisher CRC Press
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spelling cern-20190192021-04-21T20:18:26Zhttp://cds.cern.ch/record/2019019engMadsen, HenrikTime series analysisMathematical Physics and Mathematics""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.""-JournaCRC Pressoai:cds.cern.ch:20190192007
spellingShingle Mathematical Physics and Mathematics
Madsen, Henrik
Time series analysis
title Time series analysis
title_full Time series analysis
title_fullStr Time series analysis
title_full_unstemmed Time series analysis
title_short Time series analysis
title_sort time series analysis
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2019019
work_keys_str_mv AT madsenhenrik timeseriesanalysis