Time Series: Data Analysis and Theory

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· 제목 : Time Series: Data Analysis and Theory (Paperback, Revised)
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 확률과 통계 > 일반
· ISBN : 9780898715019
· 쪽수 : 540쪽
· 출판일 : 2001-09-01

Preface to the Classics Edition
Preface to the Expanded Edition
Preface to the First Edition
Chapter 1: The Nature of Time Series and Their Frequency Analysis
Chapter 2: Foundations
Chapter 3: Analytic Properties of Fourier Transforms and Complex Matrices
Chapter 4: Stochastic Properties of Finite Fourier Transforms
Chapter 5: The Estimation of Power Spectra
Chapter 6: Analysis of a Linear Time Invariant Relation Between a Stochastic Series and Several Deterministic Series
Chapter 7: Estimating the Second-Order Spectra of Vector-Valued Series
Chapter 8: Analysis of a Linear Time Invariant Relation Between Two Vector-Valued Stochastic Series
Chapter 9: Principal Components in the Frequency Domain
Chapter 10: The Canonical Analysis of Time Series
Proofs of Theorems
References
Notation Index
Author Index
Subject Index
Addendum: Fourier Analysis of Stationary Processes.