Automatic Autocorrelation and Spectral Analysis
Automatic Autocorrelation and Spectral Analysis gives random data a language to communicate the information they contain objectively. In the current practice of spectral analysis, subjective decisions have to be made all of which influence the final spectral estimate and mean that different analysts...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
London :
Springer London : Imprint: Springer,
2006.
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Edición: | 1st ed. 2006. |
Temas: | |
Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Basic Concepts
- Periodogram and Lagged Product Autocorrelation
- ARMA Theory
- Relations for Time Series Models
- Estimation of Time Series Models
- AR Order Selection
- MA and ARMA Order Selection
- ARMASA Toolbox with Applications
- Advanced Topics in Time Series Estimation.