recently released by Springer-Verlag:
'AUTOMATIC
AUTOCORRELATION
and SPECTRAL ANALYSIS'
author: P.M.T.
Broersen
• tuition in how power
spectral density and the
autocorrelation function of stochastic data can be estimated and
interpreted in time series models;
• extensive support for the MATLAB® ARMAsel toolbox;
• applications showing the methods in action;
• appropriate mathematics for students
to apply the methods with references for those who wish to develop them
further.
