5461385
9781420059670
This text presents the methods for modeling linear stochastic systems. It explores static and dynamic models to illustrate the differences between model types, examines the significant topics of ARMA and ARIMA processes, the autocovariance function, and the Kalman filter, and includes exercises and real-world examples from economics, physics, and engineering.Madsen, Henrik is the author of 'Time Series Analysis ', published 2007 under ISBN 9781420059670 and ISBN 142005967X.
[read more]