Handbook of Time Series Analysis, Signal Processing, and Dynamics

1st Edition

Editors: D. Pollock Richard Green Truong Nguyen
Hardcover ISBN: 9780125609906
eBook ISBN: 9780080507873
Imprint: Academic Press
Published Date: 26th October 1999
Page Count: 848
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Table of Contents

Introduction. Polynomial Methods. Least-Square Methods. Fourier Methods. Time-Series Models. Time-Series Estimation. Statistical Appendix: On Disk.


The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.


Advanced undergraduates, academics, and researchers who are involved in signal processing or in the statistical analysis of time series. This covers a wide range of disciplines and will be of interest to mathematicians, physicists, engineers, statisticians, etc.


No. of pages:
© Academic Press 1999
Academic Press
eBook ISBN:
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About the Editors

D. Pollock Editor

Affiliations and Expertise

Queen Mary College, London, U.K.

Richard Green Editor

Affiliations and Expertise

The Engineering Practice

Truong Nguyen Editor