ENGLISH

Handbook of Statistics 3: Time Series in the Frequency Domain

By P. R. Krishnaiah

Book information

Publisher
Elsevier Science
Year
1984
ISBN
0444867260, 9780444867261
LCC
QA280 .T56 1983
Open Library ID
OL3178103M
Language
english
Format
DJVU
Filesize
4 MB (3804952 bytes)
Series
Handbook of Statistics
Edition
1
Pages
484\484
Library
Kolxo3
DPI
300
Scanned
yes
Time added
2009-07-20 03:45:11

Description

Hardbound. 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 illustrate, these assumptions are not necessary. This volume complements Handbook of Statistics 5: Time Series in the

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