<p><font color="#800080"> </font></p><p><font color="#800080">《 A Handbook of Time-Series Analysis, Signal Processing and Dynamics》</font></p><p><font color="#800080">已经查过，论坛上没有这本99年的书。全书共800多页，值得收藏学习。</font></p><p><font color="#800080">闲时收集急时用，急时收集不中用。</font></p><p><font color="#800080">那个出售规范，补一个先。</font></p><p><font color="#800080">书名：A Handbook of Time-Series Analysis, Signal Processing and Dynamics</font></p><p><font color="#800080">大小：808页</font></p><p><font color="#800080">格式：PDF</font></p><p><font color="#800080">目录：8页的目录太长，来其中一段吧。</font></p><p><font color="#800080">Time-Series Estimation                                    617<br/>20 Estimation of the Mean and the Autocovariances         619<br/>Estimating the Mean of a Stationary Process . . . . . . . 619<br/>Asymptotic Variance of the Sample Mean .  . . . . . . . . 621<br/>Estimating the Autocovariances of a Stationary Process .. 622<br/>Asymptotic Moments of the Sample Autocovariances .  . . . 624<br/>Asymptotic Moments of the Sample Autocorrelati. . . . . . 626<br/>Calculation of the Autocovariances .  . . . . . . . . . . 629<br/>Inecient Estimation of the MA Autocovarian . . . . . . . 632<br/>Ecient Estimates of the MA Autocorrelation . . . . . . . 634<br/>21 Least-Squares Methods of ARMA Estimation               637<br/>Representations of the ARMA Equations .     . . . . . . . 637<br/>The Least-Squares Criterion Function . . .. . . . . . . . 639<br/>The Yule{Walker Estimates . . . . . . . . . . . . . . . . 641<br/>Estimation of MA Models . . . . . . . . . . . . . . . . . 642<br/>Representations via LT Toeplitz Matrices .  . . . . . . . 643<br/>Representations via Circulant Matrices . .  . . . . . . . 645<br/>The Gauss{Newton Estimation of the ARMA Parameters . .  . 648<br/>An Implementation of the Gauss{Newton Procedure . . .   . 649<br/>Asymptotic Properties of the Least-Squares Estimates .. . 655<br/>The Sampling Properties of the Estimators . . . . . . . . 657<br/>The Burg Estimator . . . . . . . . . . . . . .  . . . . . 660<br/></font><a href="http://www.pinggu.org/bbs/dispbbs.asp?BoardID=5&replyID=239577&id=275578&skin=0"></a></p>

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