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

Krishnaiah, P. R.

 
9780444867261: Time Series in the Frequency Domain (Volume 3) (Handbook of Statistics, Volume 3)
Hardcover
ISBN 10: 0444867260 ISBN 13: 9780444867261
Publisher: Elsevier Science, 1984

Synopsis

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

"synopsis" may belong to another edition of this title.

Review

This book is definitely one that should be included in any statistics library. -- Journal of the American Statistical Association

This book is definitely one that should be included in any statistics library. -- Journal of the American Statistical Association

"About this title" may belong to another edition of this title.

Publisher
Elsevier Science
Publication date
1984
Language
English
ISBN 10 
0444867260
ISBN 13 
9780444867261
Binding
Hardcover
Edition number
1
Number of pages
486