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Time series in the frequency domain.

Contributor(s): Material type: TextTextLanguage: English Series: Handbook of statistics ; 3Publication details: Amsterdam : North-Holland, 1983.Edition: Edited by D. R. Brillinger, P. R. KrishnaiahDescription: xiv, 485 páginas : gráficas, tablas ; 24 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0444867260
Subject(s): DDC classification:
  • 519.5  T45 21
Other classification:
  • C22
Contents:
Chapter 1: Wiener filtering (with emphasis on frequency-domain approaches) / R.J. Bhansali, D. Karavellas -- Chapter 2: The finite fourier transform of a stationary process / D.R. Brillinger -- Chapter 3: Seasonal and calendar adjustment / W.S. Cleveland -- Chapter 4: Optimal inference in the frequency domain / R.B. Davies -- Chapter 5: Applications of spectral analysis in econometrics / C.W.J. Granger, R. Engle -- Chapter 6: Signal estimation / E.J. Hannan -- Chapter 7: Complex demodulation: some theory and applications / T. Hasan -- Chapter 8: Estimating the gain of a linear filter from noisy data / M.J. Hinich -- Chapter 9: A spectral analysis primer / L.H. Koopmans -- Chapter 10: Robust-resistant spectral analysis / R.D. Martin -- Chapter 11: Autoregressive spectral estimation / E. Parzen -- Chapter 12: Threshold autoregression and some frequency-domain Chapter aracteristics / J. Pemberton, H. Tong -- Chapter 13: The frequency domain approach to the analysis of closed-loop systems / M.B. Priestley -- Chapter 14: The bispectral analysis of nonlinear stationary time series with reference to bilinear-time series models / T.Subba Rao -- Chapter 15: Frequency-domain analysis of multidimensional time-series data / E.A. Robinson -- Chapter 16: Review of various approach es to power spectrum estimation / P.M. Robinson -- Chapter 17: Cumulants and cumulant spectra / M. Rosenblatt -- Chapter 18: Replicated time series regression: an approach to signal estimation and detection / R.H. Shumway -- Chapter 19: Computer programming of spectrum estimation / T. Thrall -- Chapter 20: Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series / P.R. Krishnaiah, J.C. Lee, T.C. Chang.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 519.5 T45 (Browse shelf(Opens below)) Not For Loan Mantener en colección 29004018968650
Total holds: 0

Incluye bibliografías e índice.

Chapter 1: Wiener filtering (with emphasis on frequency-domain approaches) / R.J. Bhansali, D. Karavellas -- Chapter 2: The finite fourier transform of a stationary process / D.R. Brillinger -- Chapter 3: Seasonal and calendar adjustment / W.S. Cleveland -- Chapter 4: Optimal inference in the frequency domain / R.B. Davies -- Chapter 5: Applications of spectral analysis in econometrics / C.W.J. Granger, R. Engle -- Chapter 6: Signal estimation / E.J. Hannan -- Chapter 7: Complex demodulation: some theory and applications / T. Hasan -- Chapter 8: Estimating the gain of a linear filter from noisy data / M.J. Hinich -- Chapter 9: A spectral analysis primer / L.H. Koopmans -- Chapter 10: Robust-resistant spectral analysis / R.D. Martin -- Chapter 11: Autoregressive spectral estimation / E. Parzen -- Chapter 12: Threshold autoregression and some frequency-domain Chapter aracteristics / J. Pemberton, H. Tong -- Chapter 13: The frequency domain approach to the analysis of closed-loop systems / M.B. Priestley -- Chapter 14: The bispectral analysis of nonlinear stationary time series with reference to bilinear-time series models / T.Subba Rao -- Chapter 15: Frequency-domain analysis of multidimensional time-series data / E.A. Robinson -- Chapter 16: Review of various approach es to power spectrum estimation / P.M. Robinson -- Chapter 17: Cumulants and cumulant spectra / M. Rosenblatt -- Chapter 18: Replicated time series regression: an approach to signal estimation and detection / R.H. Shumway -- Chapter 19: Computer programming of spectrum estimation / T. Thrall -- Chapter 20: Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series / P.R. Krishnaiah, J.C. Lee, T.C. Chang.

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