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 págs. : ilustraciones ; 25 cm.
Serie: Handbook of statistics ; v. 3
ISBN: 0444867260 (U.S.)
Incluye referencias bibliográficas e índice.
Reseña: MathSciNet, 86f:62162
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.