Spectral Analysis for Univariate Time Series

Spectral Analysis for Univariate Time Series

Percival, Donald B.; Walden, Andrew T.

Cambridge University Press

03/2020

780

Dura

Inglês

9781107028142

15 a 20 dias

1440

Descrição não disponível.
1. Introduction to spectral analysis; 2. Stationary stochastic processes; 3. Deterministic spectral analysis; 4. Foundations for stochastic spectral analysis; 5. Linear time-invariant filters; 6. Periodogram and other direct spectral estimators; 7. Lag window estimators; 8. Combining direct spectral estimators; 9. Parametric spectral estimators; 10. Harmonic analysis; 11. Simulation of time series.