Time Series in the Frequency Domain - Handbook of Statistics - P. R. Krishnaiah - Bøger - Elsevier Science & Technology - 9780444867261 - 11. juli 1984
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Time Series in the Frequency Domain - Handbook of Statistics 1. udgave

P. R. Krishnaiah

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Time Series in the Frequency Domain - Handbook of Statistics 1. udgave

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

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 11. juli 1984
ISBN13 9780444867261
Forlag Elsevier Science & Technology
Antal sider 500
Mål 170 × 210 × 30 mm   ·   1,09 kg
Sprog Engelsk  

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