Billede af bogens forside - Time Series Analysis

Time Series Analysis

af Henrik Madsen

Bog, Hardback, Engelsk, 2007

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.

Priser fra 3 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9781420059670
  • Udgivet28/11/2007
  • Udgivet afTaylor & Francis Ltd
  • Længde396 sider
  • ForfatterHenrik Madsen
  • GenreBusiness og læring, Økonomi og finans