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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Broersen, Petrus M.T (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Springer London : Imprint: Springer, 2006.
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.