Handbook of Statistics 3: Time Series in the Frequency Domainby D. R. Brillinger
โ Scribed by Review by: KK
- Book ID
- 125239276
- Publisher
- American Statistical Association
- Year
- 1998
- Tongue
- English
- Weight
- 403 KB
- Volume
- 93
- Category
- Article
- ISSN
- 0162-1459
- DOI
- 10.2307/2669905
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๐ SIMILAR VOLUMES
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 thin
Hardbound. In this volume prominent workers in the field discuss various time series methods in the time domain. The topics included are autoregressive-moving average models, control, estimation, identification, model selection, non-linear time series, non-stationary time series, prediction, robustn