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Handbook of Statistics Vol.3 HS 3 Time Series in the Frequency Domain: Volume 3 - Tapa dura

Brillinger, David R.; Krishnaiah, P. R.

 
9780444867261: Handbook of Statistics Vol.3 HS 3 Time Series in the Frequency Domain: Volume 3
Tapa dura
ISBN 10: 0444867260 ISBN 13: 9780444867261
Editorial: Elsevier, 1984

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Elsevier
Año de publicación
1984
Idioma
Inglés
ISBN 10 
0444867260
ISBN 13 
9780444867261
Encuadernación
Tapa dura
Número de páginas
500
Editor
Van Dijk Nicolette
Contacto del fabricante
ELSEVIER
https://www.elsevier.com/es-es

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