menu
{ "item_title" : "Time Series Analysis", "item_author" : [" Henrik Madsen "], "item_description" : "Helping readers understand the relationship between linear dynamic systems and linear stochastic processes, Time Series Analysis presents an accessible yet thorough introduction to the methods for modeling linear stochastic systems. It links systems theory with time series theory and explores static and dynamic models to illustrate the differences between model types. The text also examines the significant topics of ARMA and ARIMA processes, the autocovariance function, and the Kalman filter. It provides numerous real-world examples from economics, physics, and engineering, several exercises at the end of most chapters, and a web page with computer-based exercises and a complete collection of slides.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/1/42/005/967/142005967X_b.jpg", "price_data" : { "retail_price" : "165.00", "online_price" : "165.00", "our_price" : "165.00", "club_price" : "165.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Time Series Analysis|Henrik Madsen

Time Series Analysis

local_shippingShip to Me
In Stock.
FREE Shipping for Club Members help

Overview

Helping readers understand the relationship between linear dynamic systems and linear stochastic processes, Time Series Analysis presents an accessible yet thorough introduction to the methods for modeling linear stochastic systems. It links systems theory with time series theory and explores static and dynamic models to illustrate the differences between model types. The text also examines the significant topics of ARMA and ARIMA processes, the autocovariance function, and the Kalman filter. It provides numerous real-world examples from economics, physics, and engineering, several exercises at the end of most chapters, and a web page with computer-based exercises and a complete collection of slides.

This item is Non-Returnable

Details

  • ISBN-13: 9781420059670
  • ISBN-10: 142005967X
  • Publisher: CRC Press
  • Publish Date: November 2007
  • Dimensions: 9.56 x 6.34 x 1 inches
  • Shipping Weight: 1.52 pounds
  • Page Count: 396

Related Categories

You May Also Like...

    1

BAM Customer Reviews