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Time Series with Mixed Spectra

Time Series with Mixed Spectra

Hardcover

Technology & EngineeringProbability & Statistics

ISBN10: 1584881763
ISBN13: 9781584881766
Publisher: Crc Pr Inc
Published: Jul 18 2013
Pages: 680
Weight: 2.38
Height: 1.40 Width: 6.10 Depth: 9.30
Language: English

Time series with mixed spectra are characterized by hidden periodic components buried in random noise. Despite strong interest in the statistical and signal processing communities, no book offers a comprehensive and up-to-date treatment of the subject. Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the statistical analysis of time series with mixed spectra. It presents detailed theoretical and empirical analyses of important methods and algorithms.

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Probability & Statistics