Periodically Correlated Random Sequences: Spectral Theory and PracticeISBN: 978-0-471-34771-2
Hardcover
384 pages
October 2007
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 15-20 days delivery time. The book is not returnable.
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"Periodically Correlated Random Sequences is an ideal text on time series analysis for graduate-level statistics and engineering students who have previous experience in second-order stochastic processes (Hilbert space), vector spaces, random processes, and probability. This book also serves as a valuable reference for research statisticians and practioners in areas of probability and statistics such as time series analysis, stochastic processes, and prediction theory." (Mathematical Review, Issue 2009e)