Time Series in the Frequency Domain by P R Krishnaiah

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Time Series in the Frequency Domain by P R Krishnaiah

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Part of Handbook Of Statistics series

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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.

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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.