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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Time Series in the Frequency Domain: Volume 3

Time Series in the Frequency Domain: Volume 3

Krishnaiah, P. R.

Hardcover

Series: Handbook of Statistics, Book 3

General SociologyProbability & Statistics

ISBN10: 0444867260
ISBN13: 9780444867261
Publisher: Elsevier Science
Published: Jul 11 1984
Pages: 500
Weight: 2.41
Height: 1.07 Width: 6.66 Depth: 8.30
Language: English
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 thinking of systems, their inputs, outputs, and behavior in sinusoidal terms. In many cases, the frequency side approach turns out to be simpler with respect to computational, mathematical, and statistical aspects. In the frequency approach, an assumption of stationarity is commonly made. However, the essential roles played by the techniques of complex demodulation and seasonal adjustment show that stationarity is far from being a necessary condition. Assumptions of Gaussianity and linearity are also commonly made and yet, as a variety of the papers illustrate, these assumptions are not necessary. This volume complements Handbook of Statistics 5: Time Series in the

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