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The spectral analysis of time series /

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Bibliographic Details
Main Authors: Koopmans, Lambert H. Lambert Herman, 1930-2011
Corporate Authors: Elsevier Science & Technology
Published: Academic Press,
Publisher Address: San Diego :
Publication Dates: 1995.
Literature type: eBook
Language: English
Edition: [Second edition].
Series: Probability and mathematical statistics ; v. 22
Subjects:
Time-series analysis
Spectral theory Mathematics
MATHEMATICS > Functional Analysis
Physics > Mathematics
Electronic books
Online Access: http://www.sciencedirect.com/science/book/9780124192515
Summary: Now Available in Paperback!
Carrier Form: 1 online resource (xvi, 366 pages) : illustrations.
Bibliography: Includes bibliographical references (pages 354-358) and index.
ISBN: 9780080541563
0080541569
0124192513
9780124192515
Index Number: QA280
CLC: O17
Contents: 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 Betw

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