Univariate Time Series in Geosciences
Theory and Examples
(Sprache: Englisch)
This is a detailed introduction to the statistical analysis of geophysical time series, using numerous examples and exercises to build proficiency. The exercises lead the reader to explore the meaning of concepts such as the estimation of the linear time...
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Klappentext zu „Univariate Time Series in Geosciences “
This is a detailed introduction to the statistical analysis of geophysical time series, using numerous examples and exercises to build proficiency. The exercises lead the reader to explore the meaning of concepts such as the estimation of the linear time series (AMRA) models or spectra. The book also serves as a guide to using the open-source "R" program for statistical analysis of time series.
Inhaltsverzeichnis zu „Univariate Time Series in Geosciences “
- Introduction- Stationary Stochastic Processes
- Linear Models for the Expectation Function
- Interpolation
- Linear Processes
- Fourier Transforms of Deterministic Functions
- Fourier Representation of a Stationary Stochastic Process
- Does a Periodogram Estimate a Spectrum?- Estimators for a Continuous Spectrum
- Estimators for a Spectrum Having a Discrete Part
- Index
Bibliographische Angaben
- Autor: Hans Gilgen
- 2005, 2006, 718 Seiten, Maße: 16,1 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer
- ISBN-10: 3540238107
- ISBN-13: 9783540238102
- Erscheinungsdatum: 18.11.2005
Sprache:
Englisch
Rezension zu „Univariate Time Series in Geosciences “
From the reviews of the first edition:"Books entirely devoted to time-series analysis of geological data are few. Univariate Time Series in Geosciences - Theory and Examples is therefore a welcome addition. ... A number of very useful algorithms are presented throughout the book, and students will definitely find many of them useful. In conclusion, the book contains a wealth of information and therefore will be definitely useful for the students and researchers of applied mathematics and statistics ... ." -- Rajat Mazumder, Journal of Sedimentary Research, November, 2006
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