Bibliothèque de L'IMIST/CNRST

The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.

Introduction. Polynomial Methods. Least-Square Methods. Fourier Methods. Time-Series Models. Time-Series Estimation. Statistical Appendix: On Disk.

Includes bibliographical references and index.

Includes compact optical disc in pocket attached to inside back cover.

Description based on print version record.