Handbook of Time Series Analysis, Signal Processing, and Dynamics

D. S.G. Pollock · Richard C. Green · Truong Nguyen

окт. 1999 г. · Elsevier

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The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics.The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.