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Multidimensional stationary time series :dimension reduction and prediction /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Multidimensional stationary time series :Marianna Bolla and Tamás Szabados.
其他題名:	dimension reduction and prediction /
作者:	Bolla, Marianna,
出版者:	Boca Raton :CRC Press,2021.
面頁冊數:	xxiv, 293 p. :ill. ;24 cm.
標題:	Multivariate analysis.
ISBN:	9780367619701 (pbk.) :

Multidimensional stationary time series :dimension reduction and prediction /
Bolla, Marianna,

Multidimensional stationary time series :dimension reduction and prediction /Marianna Bolla and Tamás Szabados. - 1st ed. - Boca Raton :CRC Press,2021. - xxiv, 293 p. :ill. ;24 cm.

Includes bibliographical references and index.

"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"--

ISBN: 9780367619701 (pbk.) :NT$1812

LCCN: 2020056856Subjects--Topical Terms:

181905
Multivariate analysis.

LC Class. No.: QA278 / .B648 2021

Dewey Class. No.: 519.5/35

Multidimensional stationary time series :dimension reduction and prediction /
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050 0 0 $a QA278 $b .B648 2021
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100 1 $a Bolla, Marianna, $e author. $3 1011727
245 1 0 $a Multidimensional stationary time series : $b dimension reduction and prediction / $c Marianna Bolla and Tamás Szabados.
250 $a 1st ed.
260 $a Boca Raton : $b CRC Press, $c 2021.
300 $a xxiv, 293 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references and index.
520 $a "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"-- $c Provided by publisher.
650 0 $a Multivariate analysis. $3 181905
650 0 $a Dimension reduction (Statistics) $3 592293