Series: Probability and Mathematical Statistics

Spectral Analysis and Time Series, Two-Volume Set

Most recent volume

Volume 1-2. Spectral Analysis and Time Series, Two-Volume Set

Editors: M. Priestley
A principal feature of this book is the substantial care and attention devoted to explaining the basic ideas of the subject. Whenever a new theoretical concept is introduced it is carefully explained by reference to practical examples drawn mainly from the physical sciences. Subjects covered include: spectral analysis which is closely intertwined with the "time domain" approach, elementary notions of Hilbert Space Theory, basic probability theory, and practical analysis of time series data. The inclusion of material on "kalman filtering", state-space filtering", "non-linear models" and continuous time" models completes the impressive list of unique and detailed features which will give this book a prominent position among related literature. The first section—Volume 1—deals with single (univariate) series, while the second—Volume 2—treats the analysis of several (multivariate) series and the problems of prediction, forecasting and control.

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Theory of Rank Tests

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Linear Models

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The Spectral Analysis of Time Series

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Stochastic Orders and Their Applications

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Unimodality, Convexity, and Applications

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Almost Sure Convergence

Published: 28th November 1974 Editors: William Stout