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Time series : theory and methods : with 124 illustrations / Peter J. Brockwell, Richard A. Davis

Ouvrage
Auteur principal: Brockwell, Peter J., AuteurCo-auteur: Davis, Richard A., 19..-...., mathématicien, AuteurLangue : anglaisPays : Etats-Unis, .Mention d'édition: Second editionPublication : New York, NY : Springer-VerlagDate du copyright : 1991Description: 1 vol. (XVI-577 p.), ill., couv. ill., 25 cmISBN : 9780387974293; 978-1-4419-0319-8; 0-387-97429-6; 3-540-97429-6.Collection: Springer series in statisticsRésumé : Time series : theory and methods is a systematic account of linear time series models and their application to the modelling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for the techniques. Both time and frequency domain methods are discussed, but the book is written in such a way that either approach could be emphasized. The book is intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences..Bibliographie : Bibliogr. p. 561-566. Index.Sujet - Nom commun: Processus stationnaires | Séries chronologiques | Time-series analysis
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Item type Current library Call number Status Date due Barcode
Ouvrage Ouvrage La bibliothèque de l'ESPCI Stockage externe R-1414 (Browse shelf(Opens below)) Available R-1414

Autres tirages : 1993, 1995, 1998 (6e ed., avec corr.), 2006

Bibliogr. p. 561-566. Index

Time series : theory and methods is a systematic account of linear time series models and their application to the modelling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for the techniques. Both time and frequency domain methods are discussed, but the book is written in such a way that either approach could be emphasized. The book is intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences. 4ème de couverture