Time Series in the Frequency Domain by P R Krishnaiah
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.| SKU | Unavailable |
| ISBN 13 | 9780444867261 |
| ISBN 10 | 0444867260 |
| Title | Time Series in the Frequency Domain |
| Author | P R Krishnaiah |
| Series | Handbook Of Statistics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Elsevier Science |
| Year published | 1984-02-01 |
| Number of pages | 500 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |