The ARIMA and VARIMA Time Series

By Ky M. Vu

Subjects: Time-series analysis, Stochastic processes, Discrete-time systems, Série chronologique, Regression analysis, Mathematical statistics, Systèmes échantillonnés

Description: The book was written for time series statisticians, digital signal processing engineers,stochastic control engineers as well as graduate students in these fields. It can be used asa self-study material or a reference textbook. There are numerous examples throughoutthe book, and each chapter contains exercises at the end. A textbook on time series.