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Time Series in the Frequency Domain: Volume 3 on Hardback by P.R. Krishnaiah
Time Series in the Frequency Domain: Volume 3 on Hardback by P.R. Krishnaiah
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Time Series in the Frequency Domain: Volume 3

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Description

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.
Release date NZ
February 1st, 1984
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Country of Publication
United Kingdom
Illustrations
illustrations
Imprint
Elsevier Science Ltd
Pages
500
Publisher
Elsevier Science & Technology
Dimensions
178x254x28
ISBN-13
9780444867261
Product ID
2813499

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