TY  - BOOK
AU  - Pollock,D.S.G.
TI  - A handbook of time-series analysis, signal processing and dynamics, with DVD
SN  - 0125609906 [hardbound]
PY  - 1999///
CY  - San Diego, California, London
PB  - Academic
KW  - Time-series analysis
KW  - Signal processing
KW  - Dynamics
N1  - Includes bibliographical references and index; Contents: 1 The methods of time-series analysis -- 2 Elements of polynomial methods -- 3 Rational functions and complex analysis -- 4 Polynomial computations -- 5 Difference equations and differential equations -- 6 Vector difference equations and state-space models -- 7 Matrix computations -- 8 Classical regression analysis -- 9 Recursive least-squares estimation -- 10 Estimation of polynomial trends -- 11 Smoothing with cubic splines -- 12 Unconstrained optimisation -- 13 Fourier series and fourier transform -- 15 The fast fourier transform -- 16 Linear filters -- 17 Autoregressive and moving-average processes -- 18 Time-series analysis in the frequency domain -- 19 Prediction and signal extraction -- 20 Estimation of the mean and the autocovariances -- 21 Least-squares methods of ARMA estimation -- 22 Maximum-likelihood methods of ARMA estimation -- 23 Nonparametric estimation of the spectral density function; Includes compact optical disc in pocket attached to inside back cover
UR  - http://www.loc.gov/catdir/description/els031/00702798.html
UR  - http://www.loc.gov/catdir/toc/els031/00702798.html
ER  -