Handbook of Statistics Vol.3 HS 3 Time Series in the Frequency Domain

Descripción:

Handbook of Statistics Vol.3 HS 3 Time Series in the Frequency Domain | David R. Brillinger (u. a.) | Buch | Gebunden | Englisch | 1984 | Elsevier BV | EAN 9780444867261 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu. N° de ref. del artículo 132644472

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Sinopsis:

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.