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The IMA Volumes in Mathematics and its Applications IMA Volumes Mathematics Brillinger,D.(Eds):Time Series

Time Series Analysis and Applications to Geophysical Systems

Part I

Editors: Brillinger, D., Caines, P., Geweke, J., Parzen, E., Rosenblatt, M., Taqqu, M. (Eds.)

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About this book

Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.

Table of contents (13 chapters)

Table of contents (13 chapters)

Buy this book

eBook $59.99
price for USA in USD
  • ISBN 978-1-4612-2962-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $99.00
price for USA in USD
  • ISBN 978-0-387-97896-3
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • This title is currently reprinting. You can pre-order your copy now.
Softcover $79.99
price for USA in USD
  • ISBN 978-1-4612-7735-4
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually ready to be dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Time Series Analysis and Applications to Geophysical Systems
Book Subtitle
Part I
Editors
  • David Brillinger
  • Peter Caines
  • John Geweke
  • Emanuel Parzen
  • Murray Rosenblatt
  • Murad Taqqu
Series Title
The IMA Volumes in Mathematics and its Applications
Series Volume
45
Copyright
2004
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York, LLC
eBook ISBN
978-1-4612-2962-9
DOI
10.1007/978-1-4612-2962-9
Hardcover ISBN
978-0-387-97896-3
Softcover ISBN
978-1-4612-7735-4
Series ISSN
0940-6573
Edition Number
1
Number of Pages
XVIII, 389
Topics

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