Time series in the frequency domain / edited by D.R. Brillinger, P.R. Krishnaiah.
Series Handbook of statistics ; v. 3Editor: Amsterdam ; New York : New York : North-Holland ; Sole distributors for the U.S.A. and Canada, Elsevier Science, 1983Descripción: xiv, 485 p. : il. ; 25 cmISBN: 0444867260 (U.S.)Tema(s): Time-series analysisOtra clasificación: 62M10 (93E10 94-06 94A11)R. J. Bhansali and D. Karavellas, Wiener filtering (with emphasis on frequency-domain approaches)David R. Brillinger, The finite Fourier transform of a stationary processWilliam S. Cleveland, Seasonal and calendar adjustmentRobert B. Davies, Optimal inference in the frequency domainC. W. J. Granger and Robert Engle, Applications of spectral analysis in econometricsE. J. Hannan, Signal estimationT. Hasan, Complex demodulation: some theory and applicationsMelvin J. Hinich, Estimating the gain of a linear filter from noisy dataL. H. Koopmans, A spectral analysis primerR. Douglas Martin, Robust-resistant spectral analysisEmanuel Parzen, Autoregressive spectral estimationJ. Pemberton and H. Tong [Howell Tong], Threshold autoregression and some frequency-domain characteristicsM. B. Priestley, The frequency-domain approach to the analysis of closed-loop systemsT. Subba Rao, The bispectral analysis of nonlinear stationary time series with reference to bilinear time-series modelsEnders A. Robinson, Frequency-domain analysis of multidimensional time-series dataP. M. Robinson, Review of various approaches to power spectrum estimationM. Rosenblatt, Cumulants and cumulant spectraR. H. Shumway, Replicated time-series regression: an approach to signal estimation and detectionTony Thrall, Computer programming of spectrum estimationP. R. Krishnaiah, J. C. Lee [Jack Chao-sheng Lee] and T. C. Chang, Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series.
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Instituto de Matemática, CONICET-UNS | Libros ordenados por tema | 62 B857 (Browse shelf) | Vol. 3 | Available | A-5613 |
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| 62 B828 Breakthroughs in statistics / | 62 B828 Breakthroughs in statistics / | 62 B828 Breakthroughs in statistics / | 62 B857 Time series in the frequency domain / | 62 B857t Time series : | 62 B864 Time series : | 62 B864i Introduction to time series and forecasting / |
Incluye referencias bibliográficas e índice.
R. J. Bhansali and D. Karavellas, Wiener filtering (with emphasis on frequency-domain approaches) -- David R. Brillinger, The finite Fourier transform of a stationary process -- William S. Cleveland, Seasonal and calendar adjustment -- Robert B. Davies, Optimal inference in the frequency domain -- C. W. J. Granger and Robert Engle, Applications of spectral analysis in econometrics -- E. J. Hannan, Signal estimation -- T. Hasan, Complex demodulation: some theory and applications -- Melvin J. Hinich, Estimating the gain of a linear filter from noisy data -- L. H. Koopmans, A spectral analysis primer -- R. Douglas Martin, Robust-resistant spectral analysis -- Emanuel Parzen, Autoregressive spectral estimation -- J. Pemberton and H. Tong [Howell Tong], Threshold autoregression and some frequency-domain characteristics -- M. B. Priestley, The frequency-domain approach to the analysis of closed-loop systems -- T. Subba Rao, The bispectral analysis of nonlinear stationary time series with reference to bilinear time-series models -- Enders A. Robinson, Frequency-domain analysis of multidimensional time-series data -- P. M. Robinson, Review of various approaches to power spectrum estimation -- M. Rosenblatt, Cumulants and cumulant spectra -- R. H. Shumway, Replicated time-series regression: an approach to signal estimation and detection -- Tony Thrall, Computer programming of spectrum estimation -- P. R. Krishnaiah, J. C. Lee [Jack Chao-sheng Lee] and T. C. Chang, Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series.
MR, 86f:62162
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