Automatic autocorrelation and spectral analysis [electronic resource] / Piet M.T. Broersen

Author:: Broersen, Piet M. T.
Published:: Berlin ; London : Springer, 2006.
Physical Description:: 1 volume
Additional Creators:: SpringerLink (Online service)

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Online version: ezaccess.libraries.psu.edu

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Contents:

Introduction -- Basic Concepts -- Periodogram and Lagged Product Autocorrelation -- ARMA Theory -- Relations for Time Series Models -- Estimation of Time Series Models -- AR Order Selection -- MA and ARMA Order Selection -- ARMASA Toolbox with Applications -- Advanced Topics in Time Series Estimation

Subject(s):

ISBN:

9781846283291

Note:

Description based on print version record.
AVAILABLE ONLINE TO AUTHORIZED PSU USERS.

Bibliography Note:

Includes bibliographical references and index.

Reproduction Note:

Electronic reproduction. Berlin : Springer, 2006. Mode of access: World Wide Web. Available via SpringerLink.

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