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Item Details
| Title:
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TIME SERIES IN THE FREQUENCY DOMAIN
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| Volume: |
Volume 3 |
| By: |
Dr. P.R. Krishnaiah, D. R. Brillinger (Editor) |
| Format: |
Hardback |
| List price:
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£150.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0444867260 |
| ISBN 13: |
9780444867261 |
| Publisher: |
ELSEVIER SCIENCE & TECHNOLOGY |
| Pub. date: |
1 February, 1984 |
| Series: |
Handbook of Statistics |
| Pages: |
500 |
| Synopsis: |
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. |
| Illustrations: |
Illustrations |
| Publication: |
UK |
| Imprint: |
Elsevier Science Ltd |
| Returns: |
Non-returnable |
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