Time Series in the Frequency Domain

Language: English

Published by Elsevier Science and Technology, GB, 1984

0444867260 / 9780444867261

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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.

Seller Inventory # LU-9780444867261

Title
Time Series in the Frequency Domain
Author
P. R. Krishnaiah
Publisher
Elsevier Science and Technology, GB
Publication year
1984
Condition
New
Binding
Hardback
Language
English
ISBN 10
0444867260
ISBN 13
9780444867261
Item weight
1,080 grams

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