| Description |
1 online resource |
| Series |
Cambridge series on statistical and probabilistic mathematics ; 51 |
|
Cambridge series on statistical and probabilistic mathematics ; 51.
|
| Contents |
Introduction to spectral analysis -- Stationary stochastic processes -- Deterministic spectral analysis -- Foundations for stochastic spectral analysis -- Linear time-invariant filters -- Periodogram and other direct spectral estimators -- Lag window spectral estimators -- Combining direct spectral estimators -- Parametric spectral estimators -- Harmonic analysis -- Simulation of time series |
| Summary |
"This chapter provides a quick introduction to the subject of spectral analysis. Except for some later references to the exercises of Section 1.6, this material is independent of the rest of the book and can be skipped without loss of continuity. Our intent is to use some simple examples to motivate the key ideas. Since our purpose is to view the forest before we get lost in the trees, the particular analysis techniques we use here have been chosen for their simplicity rather than their appropriateness"-- Provided by publisher |
| Bibliography |
Includes bibliographical references and indexes |
| Notes |
Description based upon online resource; title from PDF title page (viewed April 24, 2020) |
| Subject |
Time-series analysis.
|
|
Spectral theory (Mathematics)
|
|
Spectral theory (Mathematics)
|
|
Time-series analysis
|
| Form |
Electronic book
|
| Author |
Walden, Andrew T., author
|
| LC no. |
2019034916 |
| ISBN |
9781139235723 |
|
1139235729 |
|
