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Time Series

Time Series

Dimitris N. Politis / Tucker S. McElroy

85,18 €
IVA incluido
Disponible
Editorial:
Taylor & Francis Ltd
Año de edición:
2021
Materia
Probabilidad y estadística
ISBN:
9781032083308
85,18 €
IVA incluido
Disponible

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Sobre IBD

The book provides the foundation of time series methods, including linear filters and a geometric approach to prediction. The important paradigm of ARMA models is studied in-depth, as well as frequency domain methods. Entropy and other information theoretic notions are introduced, with applications to time series modeling

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