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Time Series: Data Analysis and Theory (Classics in Applied Mathematics, 36)

David R. Brillinger




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 | #2298467 in Books |  SIAM: Society for Industrial and Applied Mathematics |  2001-09 | Original language:English | PDF # 1 |  8.98 x1.10 x5.98l,1.70 | File type: PDF | 540 pages

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||0 of 0 people found the following review helpful.| A must-have for time series econometricians who do work in spectral domain|By General Specific|A very comprehensive book for those of us who find themselves shifting to spectral domain from time domain. Contains tons of useful lemmas and results and can make a real difference when constructing a proof.|24 of 25 people found the following review helpful.| |'Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It covers a broad collection of theorems. The techniques are illustrated by data analyses and ar

Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It provides a broad collection of theorems, placing the techniques on firm theoretical ground. The techniques, which are illustrated by data analyses, are discussed in both a heuristic and a formal manner, making the book useful for both the applied and the theoretical worker. An extensive set of original exercis...

You easily download any file type for your gadget.Time Series: Data Analysis and Theory (Classics in Applied Mathematics, 36)   |  David R. Brillinger. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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