How Long to Read Multidimensional Stationary Time Series

How Long Does it Take to Read Multidimensional Stationary Time Series?

It takes the average reader 5 hours and 28 minutes to read Multidimensional Stationary Time Series by Marianna Bolla

Assuming a reading speed of 250 words per minute. Learn more

Description

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, Kálmán, 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.

How long is Multidimensional Stationary Time Series?

Multidimensional Stationary Time Series by Marianna Bolla is 318 pages long, and a total of 82,044 words.

This makes it 107% the length of the average book. It also has 100% more words than the average book.

How Long Does it Take to Read Multidimensional Stationary Time Series Aloud?

The average oral reading speed is 183 words per minute. This means it takes 7 hours and 28 minutes to read Multidimensional Stationary Time Series aloud.

What Reading Level is Multidimensional Stationary Time Series?

Multidimensional Stationary Time Series is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Multidimensional Stationary Time Series?

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