Spectral analysis for physical applications : multitaper and conventional univariate techniques
Donald B. Percival and Andrew T. Walden.
Cambridge : Cambridge University Press, 1993.
xxvii, 583 págs. : ilustraciones ; 23 cm.
ISBN: 052135532X, 0521435412 (pbk.)
Incluye referencias bibliográficas (p. 546-561) e índices.
Reseña: MathSciNet, 95j:62068
Contenido
- 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. Nonparametric spectral estimation
- 7. Multitaper spectral estimation
- 8. Calculation of discrete prolate spheroidal sequences
- 9. Parametric spectral estimation
- 10. Harmonic analysis.