Time Series in the Frequency Domain - Handbook of Statistics - P. R. Krishnaiah - Libros - Elsevier Science & Technology - 9780444867261 - 11 de julio de 1984
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Time Series in the Frequency Domain - Handbook of Statistics 1.º edición

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This volume of the Handbook is concerned particularly with the frequency side, or spectrum, approach to time series analysis. This approach involves essential use of sinusoids and bands of (angular) frequency, with Fourier transforms playing an important role. A principal activity is thinking of systems, their inputs, outputs, and behavior in sinusoidal terms. In many cases, the frequency side approach turns out to be simpler with respect to computational, mathematical, and statistical aspects. In the frequency approach, an assumption of stationarity is commonly made. However, the essential roles played by the techniques of complex demodulation and seasonal adjustment show that stationarity is far from being a necessary condition. Assumptions of Gaussianity and linearity are also commonly made and yet, as a variety of the papers in this volume illustrate, these assumptions are not necessary.


500 pages, Illustrations

Medios de comunicación Libros     Hardcover Book   (Libro con lomo y cubierta duros)
Publicado 11 de julio de 1984
ISBN13 9780444867261
Editores Elsevier Science & Technology
Páginas 500
Dimensiones 170 × 210 × 30 mm   ·   1,09 kg
Lengua Inglés  

Mas por P. R. Krishnaiah

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