| title : |
handbooks of Statics 3 : Time Series in the Frequency Domain |
| Type de document : |
printed text |
| Auteur : |
D.R. BRILLINGER, Author ; P.R. Krishnaiah, Author |
| Editeur : |
Amsterdam [Netherlands] : Elsevier Science Publishers B.V. |
| Date de publication : |
1983 |
| ISBN (ou autre code) : |
978-0-444-86726-1 |
| Langue : |
English (eng) |
| Mots clé : |
signal estimation 111 E.J. Hannan |
| Indexation : |
519.55 |
| Note de contenu : |
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. |
handbooks of Statics 3 : Time Series in the Frequency Domain [printed text] / D.R. BRILLINGER, Author ; P.R. Krishnaiah, Author . - Amsterdam [Netherlands] : Elsevier Science Publishers B.V., 1983. ISBN : 978-0-444-86726-1 Langue : English ( eng)
| Mots clé : |
signal estimation 111 E.J. Hannan |
| Indexation : |
519.55 |
| Note de contenu : |
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. |
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