Broersen, Piet M. T.

Automatic Autocorrelation and Spectral Analysis / Piet M.T. Broersen. - Berlin ; London : Springer, 2006. - xii, 298 p. : ill. ; 25 cm.

Introduction (Page-1), Basic Concepts (Page-11), Period gram and Lagged Product Autocorrelation (Page-29), ARMA Theory (Page-59), Relation for Time Series Models (Page-89), Estimation of Time Series Models (Page-117), AR order Selection (Page-167), MA and ARMA order Selection (Page-209), ARMASA Toolbox with Application (Page-223), 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.

519.6,BRO