Handbook of Statistics Vol.3 HS 3 Time Series in the Frequency Domain: Volume 3 (Handbook of Statistics, Volume 3) - Hardcover

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

Hardcover

ISBN 10: 0444867260 ISBN 13: 9780444867261

Verlag: Elsevier, 1984

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: Elsevier
• Erscheinungsdatum: 1984
• Sprache: Englisch
• ISBN 10: 0444867260
• ISBN 13: 9780444867261
• Einband: Tapa dura
• Anzahl der Seiten: 500
• Herausgeber: Van Dijk Nicolette
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Barbara Criscuolo; b.criscuolo@lswr.it; ; Via Spadolini, 7; Milano; 20141; Italien