Time Series: Data Analysis and Theory (Classics in Applied Mathematics, 36)

(4.9/5) - 348 ratings
Author: David R. Brillinger
Publisher: SIAM: Society for Industrial and Applied Mathematics
Genre: Mathematics
Pages: 561
Language: english
Year: 2001
ISBN 10: 0898715016
ISBN 13: 9780898715019
Series: Classics in Applied Mathematics, 36
Edition: Unknown
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Synopsis

Brillinger's book gives a thorough and advanced treatment of the frequency domain approach to time series analysis. It is more rigorous and advanced than Bloomfield but is not as easy to read and understand. It is the only text that...