Time series analysis

Research output: Book/ReportBookResearchpeer-review


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

Original languageEnglish
PublisherChapman & Hall
Number of pages400
ISBN (Print)9780429195839
Publication statusPublished - 2007


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