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Foundations of Time Series Analysis and Prediction Theory
Hardcover
Series: Wiley Probability and Statistics, Book 379
ISBN13: 9780471394341
Publisher: Wiley-Interscience
Published: Jun 1 2001
Pages: 448
Weight: 1.75
Height: 1.00 Width: 6.14 Depth: 9.21
Language: English
* Parsimonious modeling of covariance matrices through ARMA-likemodels
* Fundamental roles of the Wold decomposition andorthogonalization
* Applications in digital signal processing and Kalmanfiltering
* Review of functional and harmonic analysis and predictiontheory Foundations of Time Series Analysis and Prediction Theory guidesreaders from the very applied principles of time series analysisthrough the most theoretical underpinnings of prediction theory. Itprovides a firm foundation for a widely applicable subject forstudents, researchers, and professionals in diverse scientificfields.
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