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Time Series Analysis

By Henrik Madsen
Hardcover
$165.00
By Henrik Madsen

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With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most important results, proofs to clarify some results, and problems to illustrate the use of the results for modeling real-life phenomena.

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Science & TechnologyMathematicsStatistics