Description

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.

Readership

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.

Table of Contents

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

Details

No. of pages:
848
Language:
English
Copyright:
© 1999
Published:
Imprint:
Academic Press
Print ISBN:
9780125609906
Electronic ISBN:
9780080507873