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Beschreibung
This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction.
This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction.
Über den Autor

Marianna Bolla, DSc is professor in the Institute of Mathematics, Budapest University of Technology and Economics. She authored the book Spectral Clustering and Biclustering, Learning Large Graphs and Contingency Tables, Wiley (2013) and the article Factor Analysis, Dynamic in Wiley StatsRef: Statistics Reference Online (2017). She is coauthor of a Hungarian book on Multivariate Statistical Analysis and a textbook Theory of Statistical Inference; further, provides lectures on these topics at her home institution and in the Budapest Semesters in Mathematics program. Research interest: spectral clustering, graphical models, time series, application of spectral and block matrix techniques in multivariate regression and prediction, based on classical works of CR Rao.

Tamás Szabados, PhD is a retired associate professor in the Institute of Mathematics, Budapest University of Technology and Economics. He used to give lectures on stochastic analysis and probability theory in his home institute and on probability theory in the Budapest Semesters in Mathematics program as well. He is a coauthor of a Hungarian textbook (1983) on vector analysis. He holds master's degrees in electrical engineering and applied mathematics and PhD in mathematics. Research interests: discrete approximations in stochastic calculus, theory of time series, and mathematical immunology.

Inhaltsverzeichnis
1. Harmonic analysis of stationary time series. 2. ARMA, regular, and singular time series in 1D. 3. Linear system theory, state space models. 4. Multidimensional time series. 5. Dimension reduction and prediction in the time and frequency domain. Appendices.
Details
Erscheinungsjahr: 2023
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9780367619701
ISBN-10: 0367619709
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Bolla, Marianna
Szabados, Tamás
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 234 x 156 x 17 mm
Von/Mit: Marianna Bolla (u. a.)
Erscheinungsdatum: 31.05.2023
Gewicht: 0,485 kg
Artikel-ID: 126849238

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