Time series: data analysis and theory

Authors:
David R. Brillinger
Affiliations:
-
Venue:
Time series: data analysis and theory
Year:
2001

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Abstract

This book will be most useful to applied mathematicians, communication engineers, signal processors, statisticians, and time series researchers, both applied and theoretical. Readers should have some background in complex function theory and matrix algebra and should have successfully completed the equivalent of an upper division course in statistics.