Time Series in the Frequency Domain. (= Handbook of Statistics, Volume 3).

Krishnaiah, P. R. and D.R. Brillinger (Eds.):

ISBN 10: 0444867260 / ISBN 13: 9780444867261

Published by Amsterdam etc.: North-Holland, 1990

About this Item

500 pages. Good. Ex-library with usual markings. Clean pages. Sprache: Englisch Gewicht in Gramm: 1300.

Seller Inventory # 862926

Bibliographic Details

• Title: Time Series in the Frequency Domain. (= Handbook of Statistics, Volume 3).
• Publisher: Amsterdam etc.: North-Holland
• Publication Date: 1990
• Language: English
• ISBN 10: 0444867260
• ISBN 13: 9780444867261
• Binding: Hardcover/Pappeinband.
• Edition: 2nd impr.
• Weight: 1300 grams
• Seller catalogs:
  • Mathematik

About this title

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

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