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Time Series in the Frequency Domain - Handbook of Statistics P. R. Krishnaiah 1.º edición
Time Series in the Frequency Domain - Handbook of Statistics
P. R. Krishnaiah
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 |
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