Brillinger D. Krishnaiah P. Handbook of Statistics 3 Time Series in the Frequency Domain

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Brillinger D., Krishnaiah P., Handbook of Statistics 3. Time Series in the Frequency Domain

Brillinger D., Krishnaiah P., "Handbook of Statistics 3. Time Series in the Frequency Domain"
Publisher: El sevier Science | 1983 | ISBN: 0444867260 | English | PDF | 484 pages | 17.2 Mb


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 in this volume illustrate, these assumptions are not necessary.
This book is definitely one that should be included in any statistics library. -- Journal of the American Statistical Association

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Tags: Series, Domain, Frequency, Statistics, Krishnaiah
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