Time series in the frequency domain /
Guardado en:
| Otros Autores: | , |
|---|---|
| Formato: | Libro |
| Idioma: | English |
| Publicado: |
Amsterdam ; New York : New York :
North-Holland ; Sole distributors for the U.S.A. and Canada, Elsevier Science,
1983.
|
| Series: | Handbook of statistics ;
v. 3 |
| Materias: | |
| Etiquetas: |
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Tabla de Contenidos:
- R. J. Bhansali and D. Karavellas, Wiener filtering (with emphasis on frequency-domain approaches)
- David R. Brillinger, The finite Fourier transform of a stationary process
- William S. Cleveland, Seasonal and calendar adjustment
- Robert B. Davies, Optimal inference in the frequency domain
- C. W. J. Granger and Robert Engle, Applications of spectral analysis in econometrics
- E. J. Hannan, Signal estimation
- T. Hasan, Complex demodulation: some theory and applications
- Melvin J. Hinich, Estimating the gain of a linear filter from noisy data
- L. H. Koopmans, A spectral analysis primer
- R. Douglas Martin, Robust-resistant spectral analysis
- Emanuel Parzen, Autoregressive spectral estimation
- J. Pemberton and H. Tong [Howell Tong], Threshold autoregression and some frequency-domain characteristics
- M. B. Priestley, The frequency-domain approach to the analysis of closed-loop systems
- T. Subba Rao, The bispectral analysis of nonlinear stationary time series with reference to bilinear time-series models
- Enders A. Robinson, Frequency-domain analysis of multidimensional time-series data
- P. M. Robinson, Review of various approaches to power spectrum estimation
- M. Rosenblatt, Cumulants and cumulant spectra
- R. H. Shumway, Replicated time-series regression: an approach to signal estimation and detection
- Tony Thrall, Computer programming of spectrum estimation
- P. R. Krishnaiah, J. C. Lee [Jack Chao-sheng Lee] and T. C. Chang, Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series.