Includes bibliographical references and index.

Includes compact optical disc in pocket attached to inside back cover.

Print version record.

Front Cover; A Handbook of Time-Series Analysis, Signal Processing and Dynamics; Copyright Page; Contents; Preface; Part I: Introduction; Chapter 1. The Methods of Time-Series Analysis; Part II: Polynomial Methods; Chapter 2. Elements of Polynomial Algebra; Chapter 3. Rational Functions and Complex Analysis; Chapter 4. Polynomial Computations; Chapter 5. Difference Equations and Differential Equations; Chapter 6. Vector Difference Equations and State-Space Models; Part III: Least-Squares Methods; Chapter 7. Matrix Computations; Chapter 8. Classical Regression Analysis.

The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.

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