# The Spectral Analysis of Time Series (Probability and Mathematical Statistics)

## Lambert H. Koopmans

3,33 valoración promedio
( 3 valoraciones por Goodreads )

To tailor time series models to a particular physical problem and to follow the working of various techniques for processing and analyzing data, one must understand the basic theory of spectral (frequency domain) analysis of time series. This classic book provides an introduction to the techniques and theories of spectral analysis of time series. In a discursive style, and with minimal dependence on mathematics, the book presents the geometric structure of spectral analysis. This approach makes possible useful, intuitive interpretations of important time series parameters and provides a unified framework for an otherwise scattered collection of seemingly isolated results.
The books strength lies in its applicability to the needs of readers from many disciplines with varying backgrounds in mathematics. It provides a solid foundation in spectral analysis for fields that include statistics, signal process engineering, economics, geophysics, physics, and geology. Appendices provide details and proofs for those who are advanced in math. Theories are followed by examples and applications over a wide range of topics such as meteorology, seismology, and telecommunications.
Topics covered include Hilbert spaces; univariate models for spectral analysis; multivariate spectral models; sampling, aliasing, and discrete-time models; real-time filtering; digital filters; linear filters; distribution theory; sampling properties ofspectral estimates; and linear prediction.

Key Features
* Hilbert spaces
* univariate models for spectral analysis
* multivariate spectral models
* sampling, aliasing, and discrete-time models
* real-time filtering
* digital filters
* linear filters
* distribution theory
* sampling properties of spectral estimates
* linear prediction

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From the Back Cover:

A Volume in the PROBABILITY AND MATHEMATICAL STATISTICS Series

To tailor time series models to a particular physical problem and to follow the working of various techniques for processing and analyzing data, one must understand the basic theory of spectral (frequency domain) analysis of time series. This classic book provides an introduction to the techniques and theories of spectral analysis of time series. In a discursive style, and with minimal dependence on mathematics, the book presents the geometric structure of spectral analysis. This approach makes possible useful, intuitive interpretations of important time series parameters and provides a unified framework for an otherwise scattered collection of seemingly isolated results.

The book's strength lies in its applicability to the needs of readers from many disciplines with varying backgrounds in mathematics. It provides a solid foundation in spectral analysis for fields that include statistics, signal process engineering, economics, geophysics, physics, and geology. Appendices provide details and proofs for those who are advanced in math. Theories are followed by examples and applications over a wide range of topics such as meteorology, seismology, and telcommuncations.

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## 1.The Spectral Analysis of Time Series (Probability and Mathematical Statistics)

ISBN 10: 0124192513 ISBN 13: 9780124192515
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Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
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## 2.The Spectral Analysis of Time Series (Probability and Mathematical Statistics)

ISBN 10: 0124192513 ISBN 13: 9780124192515
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Ohmsoft LLC
(Lake Forest, IL, Estados Unidos de America)
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Descripción Academic Press. Estado de conservación: Brand New. Ships from USA. FREE domestic shipping. Nº de ref. de la librería 0124192513

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## 3.The Spectral Analysis of Time Series (Probability & Mathematical Statistics)

ISBN 10: 0124192513 ISBN 13: 9780124192515
Librería
Revaluation Books
(Exeter, Reino Unido)
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Descripción Academic Press, 1995. Paperback. Estado de conservación: Brand New. reprint edition. 9.00x6.25x0.75 inches. In Stock. Nº de ref. de la librería zk0124192513

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## 4.The Spectral Analysis of Time Series (Probability and Mathematical Statistics)

ISBN 10: 0124192513 ISBN 13: 9780124192515
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
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Descripción Academic Press, 1995. Paperback. Estado de conservación: New. book. Nº de ref. de la librería M0124192513

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## 5.The Spectral Analysis of Time Series (Probability and Mathematical Statistics)

ISBN 10: 0124192513 ISBN 13: 9780124192515
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
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Descripción Academic Press, 1995. Paperback. Estado de conservación: New. Never used!. Nº de ref. de la librería P110124192513

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## 6.The Spectral Analysis of Time Series (Probability and Mathematical Statistics)

ISBN 10: 0124192513 ISBN 13: 9780124192515