Multidimensional stationary time series dimension reduction and prediction / Marianna Bolla and Tamás Szabados.
| Author/creator | Bolla, Marianna |
| Format | Electronic |
| Edition | First edition. |
| Publication Info | Boca Raton : CRC Press, 2021. |
| Description | 1 online resource |
| Supplemental Content | Full text available from eBooks on EBSCOhost |
| Supplemental Content | Full text available from Taylor & Francis eBooks |
| Subjects |
| Abstract | "This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction. Understanding the covered material requires a certain mathematical maturity, a degree of knowledge in probability theory, linear algebra, and also in real, complex and functional analysis. For this, the cited literature and the Appendix contain all necessary material. The main tools of the book include harmonic analysis, some abstract algebra, and state space methods: linear time-invariant filters, factorization of rational spectral densities, and methods that reduce the rank of the spectral density matrix"-- Provided by publisher. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Source of description | Description based on print version record. |
| Issued in other form | Print version: Bolla, Marianna. Multidimensional stationary time series First edition. Boca Raton : CRC Press, 2021. 9780367569327 |
| Genre/form | Electronic books. |
| LCCN | 2020056857 |
| ISBN | 9781003107293 (ebook) |
| ISBN | (hardback) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |