Overview

Full Product Details

9781420059670

Table of Contents

Reviews

In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain and motivate the methodology with real data. ! this introductory book will be interesting and useful not only to undergraduate students in the UK universities but also to statisticians who are keen to learn time-series techniques and keen to apply them. I have no hesitation in recommending the book. --Journal of Time Series Analysis, December 2009 The book material is invaluable and presented with clarity ! it is strongly recommended to libraries and all who are interested in time series analysis. --Hassan S. Bakouch, Tanta University, Journal of the Royal Statistical Society Although the book is simply called Time Series Analysis, it is really a time series text for engineers--and that is a good thing ! I see this text as a marble cake, mixing time series analysis and engineering in harmony, frosted with applications, and ready for students to gobble up. --Joshua D. Kerr, California State University--East Bay, Journal of the American Statistical Association, June 2009, Vol. 104, No. 486 It is a very important and useful book which can be seen as a text for graduates in engineering or science departments, but also for statisticians who want to understand the link between models and methods for linear dynamical systems and linear stochastic processes. --T. Postelnicu, Zentralblatt MATH, 2009

In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain and motivate the methodology with real data. ! this introductory book will be interesting and useful not only to undergraduate students in the UK universities but also to statisticians who are keen to learn time-series techniques and keen to apply them. I have no hesitation in recommending the book. --Journal of Time Series Analysis, December 2009 The book material is invaluable and presented with clarity ! it is strongly recommended to libraries and all who are interested in time series analysis. --Hassan S. Bakouch, Tanta University, Journal of the Royal Statistical Society Although the book is simply called Time Series Analysis, it is really a time series text for engineers--and that is a good thing ! I see this text as a marble cake, mixing time series analysis and engineering in harmony, frosted with applications, and ready for students to gobble up. --Joshua D. Kerr, California State University--East Bay, Journal of the American Statistical Association, June 2009, Vol. 104, No. 486 It is a very important and useful book which can be seen as a text for graduates in engineering or science departments, but also for statisticians who want to understand the link between models and methods for linear dynamical systems and linear stochastic processes. --T. Postelnicu, Zentralblatt MATH, 2009

"""In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain and motivate the methodology with real data. ! this introductory book will be interesting and useful not only to undergraduate students in the UK universities but also to statisticians who are keen to learn time-series techniques and keen to apply them. I have no hesitation in recommending the book."" --Journal of Time Series Analysis, December 2009 ""The book material is invaluable and presented with clarity ! it is strongly recommended to libraries and all who are interested in time series analysis."" --Hassan S. Bakouch, Tanta University, Journal of the Royal Statistical Society ""Although the book is simply called Time Series Analysis, it is really a time series text for engineers--and that is a good thing ! I see this text as a marble cake, mixing time series analysis and engineering in harmony, frosted with applications, and ready for students to gobble up."" --Joshua D. Kerr, California State University--East Bay, Journal of the American Statistical Association, June 2009, Vol. 104, No. 486 ""It is a very important and useful book which can be seen as a text for graduates in engineering or science departments, but also for statisticians who want to understand the link between models and methods for linear dynamical systems and linear stochastic processes."" --T. Postelnicu, Zentralblatt MATH, 2009"

Author Information

Technical University Denmark, Lyngby, Denmark

Tab Content 6

Customer Reviews

Recent Reviews

Countries Available