Broersen, Piet M. T.

Automatic autocorrelation and spectral analysis (E-Book) Piet M.T. Broersen. - Berlin ; London : Springer, 2006. - xii, 298 p. : ill. ; 25 cm.

1 Introduction (Page-1) 2 Basic Concepts(Page-11) 3 Periodogram and Lagged Product Autocorrelation(Page-29) 4 ARMA Theory(Page-59) 5 Relations for Time Series Models (Page-89) 6 Estimation of Time Series Models(Page-117) 7 AR Order Selection (Page-167) 8 MA and ARMA Order Selection(Page-209) 9 ARMASA Toolbox with Applications(Page-223) 10 Advanced Topics in Time Series Estimation.(Page-251)

1846283280 (cased) 1846283299 (ebook) 9781846283284

2006922620


Autocorrelation (Statistics)
Signal processing--Statistical methods.
Spectrum analysis--Statistical methods.
Time-series analysis.


E-Book

543.50727,BRO