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Periodically Correlated Random Sequences: Spectral Theory and Practice

ISBN: 978-0-471-34771-2
Hardcover
384 pages
October 2007
List Price: US $162.25
Government Price: US $111.96
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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)

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