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Time Series in the Frequency Domain, Volume 3 (Hardcover)
Loot Price: R6,963
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Time Series in the Frequency Domain, Volume 3 (Hardcover)
Series: Handbook of Statistics
Expected to ship within 10 - 15 working days
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Hardbound. 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 illustrate, these assumptions are not necessary. This volume
complements Handbook of Statistics 5: Time Series in the
General
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