Multidimensional stationary time series (Record no. 129737)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03429cam a2200445Mi 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9781003107293 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FlBoTFG |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220509193109.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210203s2021 flua fob 001 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | OCoLC-P |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | OCoLC-P |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1000392392 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781003107293 |
| -- | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 100310729X |
| -- | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781000392401 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1000392406 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781000392395 |
| -- | (electronic bk. : PDF) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)1245420122 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC-P)1245420122 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA278 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029050 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029020 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.5/35 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bolla, Marianna, |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Multidimensional stationary time series |
| Remainder of title | dimension reduction and prediction / |
| Statement of responsibility, etc | Marianna Bolla, Tamas Szabados. |
| 264 #1 - | |
| -- | Boca Raton : |
| -- | Chapman & Hall/CRC, |
| -- | 2021. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource |
| Other physical details | illustrations (black and white) |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction. Understanding the covered material requires a certain mathematical maturity, a degree of knowledge in probability theory, linear algebra, and also in real, complex and functional analysis. For this, the cited literature and the Appendix contain all necessary material. The main tools of the book include harmonic analysis, some abstract algebra, and state space methods: linear time-invariant filters, factorization of rational spectral densities, and methods that reduce the rank of the spectral density matrix. * Serves to find analogies between classical results (Cramer, Wold, Kolmogorov, Wiener, Klmn, Rozanov) and up-to-date methods for dimension reduction in multidimensional time series.* Provides a unified treatment for time and frequency domain inferences by using machinery of complex and harmonic analysis, spectral and Smith--McMillan decompositions. Establishes analogies between the time and frequency domain notions and calculations.* Discusses the Wold's decomposition and the Kolmogorov's classification together, by distinguishing between different types of singularities. Understanding the remote past helps us to characterize the ideal situation where there is a regular part at present. Examples and constructions are also given. * Establishes a common outline structure for the state space models, prediction, and innovation algorithms with unified notions and principles, which is applicable to real-life high frequency time series. It is an ideal companion for graduate students studying the theory of multivariate time series and researchers working in this field. |
| 588 ## - | |
| -- | OCLC-licensed vendor bibliographic record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Multivariate analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Dimension reduction (Statistics) |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS / Probability & Statistics / Multivariate Analysis |
| Source of heading or term | bisacsh |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Szabados, Tamás, |
| Relator term | author. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Taylor & Francis |
| Uniform Resource Identifier | https://www.taylorfrancis.com/books/9781003107293 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | OCLC metadata license agreement |
| Uniform Resource Identifier | http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
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