The spectral analysis of time series:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
San Diego
Academic Press
c1995
|
| Ausgabe: | [2nd ed.] |
| Schriftenreihe: | Probability and mathematical statistics
v. 22 |
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Includes bibliographical references (p. 354-358) and index Now Available in Paperback! Preliminaries: Time Series and Spectra. Summary of Vector Space Geometry. Some Probability Notations and Properties. Models for Spectral Analysis-The Univariate Case: The Wiener Theory of Spectral Analysis. Stationary and Weakly Stationary Stochastic Processes. The Spectral Representation for Weakly Stationary Stochastic Processes-A Special Case. The General Spectral Representation for Weakly Stationary Processes. The Discrete and Continuous Components of the Process. Physical Realizations of the Different Kinds of Spectra. The Real Spectral Representation. Ergodicity and the Connection Between the Wiener and Stationary Process Theories. Statistical Estimation of the Autocovariance and the Mean Ergodic Theorem. Sampling, Aliasing, and Discrete-Time Models: Sampling and the Aliasing Problem. The Spectral Model for Discrete-Time Series. Linear Filters-General Properties with Applications to Continuous-Time Processes: Linear Filters. Combining Linear Filters. Inverting Linear Filters. - Nonstationary Processes Generated by Time Varying Linear Filters. Multivariate Spectral Models and Their Applications: The Spectrum of a Multivariate Time Series-Wiener Theory. Multivariate Weakly Stationary Stochastic Processes. Linear Filters for Multivariate Time Series. The Bivariate Spectral Parameters, Their Interpretations and Uses. The Multivariate Spectral Parameters, Their Interpretations and Uses. Digital Filters: General Properties of Digital Filters. The Effect of Finite Data Length. Digital Filters with Finitely Many Nonzero Weights. Digital Filters Obtained by Combining Simple Filters. Filters with Gapped Weights and Results Concerning the Filtering of Series with Polynomial Trends. Finite Parameter Models, Linear Prediction, and Real-Time Filtering: Moving Averages. Autoregressive Processes. The Linear Prediction Problem. Mixed Autoregressive-Moving Average Processes and Recursive Prediction. - Linear Filtering in Real Time The Distribution Theory of Spectral Estimates with Applications to Statistical Inference: Distribution of the Finite Fourier Transform and the Periodogram. Distribution Theory for Univariate Spectral Estimators. Distribution Theory for Multivariate Spectral Estimators with Applications to Statistical Inference. Sampling Properties of Spectral Estimates, Experimental Design, and Spectral Computations: Properties of Spectral Estimators and the Selection of Spectral Windows. Experimental Design. Methods for ComputingSpectral Estimators. Data Processing Problems and Techniques. References. Index |
| Beschreibung: | 1 Online-Ressource (xvi, 366 p.) |
| ISBN: | 0080541569 0124192513 9780080541563 9780124192515 |
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Datensatz im Suchindex
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| author | Koopmans, Lambert H., (Lambert Herman) |
| author_facet | Koopmans, Lambert H., (Lambert Herman) |
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| author_sort | Koopmans, Lambert H., (Lambert Herman) |
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| bvnumber | BV043044193 |
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| dewey-full | 515.7222 |
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| dewey-ones | 515 - Analysis |
| dewey-raw | 515.7222 |
| dewey-search | 515.7222 |
| dewey-sort | 3515.7222 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | [2nd ed.] |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:15:50Z |
| institution | BVB |
| isbn | 0080541569 0124192513 9780080541563 9780124192515 |
| language | English |
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| spelling | Koopmans, Lambert H., (Lambert Herman) Verfasser aut The spectral analysis of time series Lambert H. Koopmans [2nd ed.] San Diego Academic Press c1995 1 Online-Ressource (xvi, 366 p.) txt rdacontent c rdamedia cr rdacarrier Probability and mathematical statistics v. 22 Includes bibliographical references (p. 354-358) and index Now Available in Paperback! Preliminaries: Time Series and Spectra. Summary of Vector Space Geometry. Some Probability Notations and Properties. Models for Spectral Analysis-The Univariate Case: The Wiener Theory of Spectral Analysis. Stationary and Weakly Stationary Stochastic Processes. The Spectral Representation for Weakly Stationary Stochastic Processes-A Special Case. The General Spectral Representation for Weakly Stationary Processes. The Discrete and Continuous Components of the Process. Physical Realizations of the Different Kinds of Spectra. The Real Spectral Representation. Ergodicity and the Connection Between the Wiener and Stationary Process Theories. Statistical Estimation of the Autocovariance and the Mean Ergodic Theorem. Sampling, Aliasing, and Discrete-Time Models: Sampling and the Aliasing Problem. The Spectral Model for Discrete-Time Series. Linear Filters-General Properties with Applications to Continuous-Time Processes: Linear Filters. Combining Linear Filters. Inverting Linear Filters. - Nonstationary Processes Generated by Time Varying Linear Filters. Multivariate Spectral Models and Their Applications: The Spectrum of a Multivariate Time Series-Wiener Theory. Multivariate Weakly Stationary Stochastic Processes. Linear Filters for Multivariate Time Series. The Bivariate Spectral Parameters, Their Interpretations and Uses. The Multivariate Spectral Parameters, Their Interpretations and Uses. Digital Filters: General Properties of Digital Filters. The Effect of Finite Data Length. Digital Filters with Finitely Many Nonzero Weights. Digital Filters Obtained by Combining Simple Filters. Filters with Gapped Weights and Results Concerning the Filtering of Series with Polynomial Trends. Finite Parameter Models, Linear Prediction, and Real-Time Filtering: Moving Averages. Autoregressive Processes. The Linear Prediction Problem. Mixed Autoregressive-Moving Average Processes and Recursive Prediction. - Linear Filtering in Real Time The Distribution Theory of Spectral Estimates with Applications to Statistical Inference: Distribution of the Finite Fourier Transform and the Periodogram. Distribution Theory for Univariate Spectral Estimators. Distribution Theory for Multivariate Spectral Estimators with Applications to Statistical Inference. Sampling Properties of Spectral Estimates, Experimental Design, and Spectral Computations: Properties of Spectral Estimators and the Selection of Spectral Windows. Experimental Design. Methods for ComputingSpectral Estimators. Data Processing Problems and Techniques. References. Index MATHEMATICS / Functional Analysis bisacsh Spectral theory (Mathematics) fast Time-series analysis fast Time-series analysis Spectral theory (Mathematics) Zeitreihe (DE-588)4127298-5 gnd rswk-swf Spektralanalyse Stochastik (DE-588)4056125-2 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Spektralanalyse (DE-588)4132368-3 gnd rswk-swf Spektralanalyse Stochastik (DE-588)4056125-2 s Zeitreihe (DE-588)4127298-5 s 1\p DE-604 Spektralanalyse (DE-588)4132368-3 s 2\p DE-604 Zeitreihenanalyse (DE-588)4067486-1 s 3\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=230858 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Koopmans, Lambert H., (Lambert Herman) The spectral analysis of time series MATHEMATICS / Functional Analysis bisacsh Spectral theory (Mathematics) fast Time-series analysis fast Time-series analysis Spectral theory (Mathematics) Zeitreihe (DE-588)4127298-5 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Spektralanalyse (DE-588)4132368-3 gnd |
| subject_GND | (DE-588)4127298-5 (DE-588)4056125-2 (DE-588)4067486-1 (DE-588)4132368-3 |
| title | The spectral analysis of time series |
| title_auth | The spectral analysis of time series |
| title_exact_search | The spectral analysis of time series |
| title_full | The spectral analysis of time series Lambert H. Koopmans |
| title_fullStr | The spectral analysis of time series Lambert H. Koopmans |
| title_full_unstemmed | The spectral analysis of time series Lambert H. Koopmans |
| title_short | The spectral analysis of time series |
| title_sort | the spectral analysis of time series |
| topic | MATHEMATICS / Functional Analysis bisacsh Spectral theory (Mathematics) fast Time-series analysis fast Time-series analysis Spectral theory (Mathematics) Zeitreihe (DE-588)4127298-5 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Spektralanalyse (DE-588)4132368-3 gnd |
| topic_facet | MATHEMATICS / Functional Analysis Spectral theory (Mathematics) Time-series analysis Zeitreihe Spektralanalyse Stochastik Zeitreihenanalyse Spektralanalyse |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=230858 |
| work_keys_str_mv | AT koopmanslamberthlambertherman thespectralanalysisoftimeseries |