Multiple Time Series by E. J. HannanEnglish | PDF | 1970 | 542 Pages | ISBN : 0471348058 | 21.8 MB
The subject of time series analysis has intimate connections with a wide range of topics, among which may be named statistical communication theory, the theory of prediction and control, and the statistical analysis of time series data. The last of these is to some extent subsidiary to the other two, since its purpose, in part at least, must be to provide the information essential to the application of those theories. However, it also has an existence of its own because of its need in fields (e.g., economics) in which at present well-developed, exact theories of control are not possible.