The Spectral Analysis of Time Series is popular PDF and ePub book, written by L. H. Koopmans in 2014-05-12, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, The Spectral Analysis of Time Series can be Read Online from any device for your convenience.
The Spectral Analysis of Time Series Book PDF Summary
The Spectral Analysis of Time Series describes the techniques and theory of the frequency domain analysis of time series. The book discusses the physical processes and the basic features of models of time series. The central feature of all models is the existence of a spectrum by which the time series is decomposed into a linear combination of sines and cosines. The investigator can used Fourier decompositions or other kinds of spectrals in time series analysis. The text explains the Wiener theory of spectral analysis, the spectral representation for weakly stationary stochastic processes, and the real spectral representation. The book also discusses sampling, aliasing, discrete-time models, linear filters that have general properties with applications to continuous-time processes, and the applications of multivariate spectral models. The text describes finite parameter models, the distribution theory of spectral estimates with applications to statistical inference, as well as sampling properties of spectral estimates, experimental design, and spectral computations. The book is intended either as a textbook or for individual reading for one-semester or two-quarter course for students of time series analysis users. It is also suitable for mathematicians or professors of calculus, statistics, and advanced mathematics.
Detail Book of The Spectral Analysis of Time Series PDF
- Author : L. H. Koopmans
- Release : 12 May 2014
- Publisher : Academic Press
- ISBN : 9781483218540
- Genre : Mathematics
- Total Page : 383 pages
- Language : English
- PDF File Size : 7,8 Mb
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