Time series analysis

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 auth...

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Bibliographic Details
Main Author: Madsen, Henrik 1955- (Author)
Format: Book
Language:English
Published: Boca Raton Chapman & Hall/CRC 2008
Series:Texts in statistical science
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