Time Series in the Time Domain: Volume 5

ISBN-13: 9780444876294 / Angielski / Twarda / 2005 / 508 str.

M. M. Rao; E. J. Hannan

Opis

Hardbound. In this volume prominent workers in the field discuss various time series methods in the time domain. The topics included are autoregressive-moving average models, control, estimation, identification, model selection, non-linear time series, non-stationary time series, prediction, robustness, sampling designs, signal attenuation, and speech recognition. This volume complements Handbook of Statistics 3: Time Series in the Frequency Domain.