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Time Series Analysis

By: Lyngby) Madsen Henrik (Technical University of Denmark (Author)

Manufacture on Demand

Ksh 25,200.00

Format: Hardback or Cased Book

ISBN-13: 9781420059670

Publisher: Taylor & Francis Ltd

Publication Date: Nov 28th, 2007

Weight: 736 grams

Dimension: 24.50 x 16.70 x 2.70 cms

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Emphasizes basic methods for modeling linear dynamic systems. This book presents an understanding of basic concepts, such as multivariate random variables, stochastic processes, and regression-based methods. It covers topics that include spectral analysis, state space models, and recursive estimation.

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