|
Time series in the frequency domain / edited by D.R. Brillinger, P.R. Krishnaiah.
— Amsterdam ; New York : North-Holland ; New York : Sole distributors for the U.S.A. and Canada, Elsevier Science, 1983. xiv, 485 p. : il. ; 25 cm. — (Handbook of statistics ; v. 3)
Incluye referencias bibliográficas e índice.
Contenido: 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.
ISBN 0444867260 (U.S.)
|