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A fascinating chronicle of the lives and achievements of the menand women who helped shapethe science of statistics This handsomely illustrated volume will make enthralling readingfor scientists, mathematicians, and science history buffs alike.Spanning nearly four centuries, it chronicles the lives andachievements of more than 110 of the most prominent names intheoretical and applied statistics and probability. From Bernoullito Markov, Poisson to Wiener, you will find intimate profiles ofwomen and men whose work led to significant advances in the areasof statistical inference and theory, probability theory, governmentand economic statistics, medical and agricultural statistics, andscience an...
This book gives a reliable review on structure selection of stochastic dynamic systems using information criteria AIC, BIC, o and stochastic complexity. After theoretical investigations many simulations are estimators, which illustrate both the effectiveness and the limitations of these methods. The reader can gain his or her own experience on the"working" of many methods (associated with different parameter estimators) using the demonstration disk which can be run on most IBM-compatible personal computers. The book will be helpful to anybody interested in applying automated methods of model-structure selection inn control engineering, in time series analysis or in signal processing.
The Wiley Series in Probability and Statistics is a collection of topics of current research interests in both pure and applied statistics and probability developments in the field and classical methods. This series provides essential and invaluable reading for all statisticians, whether in academia, industry, government, or research.
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Identifying the input-output relationship of a system or discovering the evolutionary law of a signal on the basis of observation data, and applying the constructed mathematical model to predicting, controlling or extracting other useful information constitute a problem that has been drawing a lot of attention from engineering and gaining more and more importance in econo metrics, biology, environmental science and other related areas. Over the last 30-odd years, research on this problem has rapidly developed in various areas under different terms, such as time series analysis, signal processing and system identification. Since the randomness almost always exists in real systems and in obser...
This text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals.
Foundations of time series for researchers and students This volume provides a mathematical foundation for time seriesanalysis and prediction theory using the idea of regression and thegeometry of Hilbert spaces. It presents an overview of the tools oftime series data analysis, a detailed structural analysis ofstationary processes through various reparameterizations employingtechniques from prediction theory, digital signal processing, andlinear algebra. The author emphasizes the foundation and structureof time series and backs up this coverage with theory andapplication. End-of-chapter exercises provide reinforcement for self-study andappendices covering multivariate distributions and Bayes...