The spectral analysis of time series / Lambert H. Koopmans.
(Probability and mathematical statistics ; ; Probability and mathematical statistics ; <> v. 22)
| データ種別 | 電子ブック |
|---|---|
| 版 | [2nd ed.]. |
| 出版者 | San Diego : : Academic Press, |
| 出版年 | c1995. |
| 本文言語 | 英語 |
| 大きさ | xvi, 366 p. : : ill. ; ; 23 cm. |
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| 内容注記 | 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. Line |
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| 一般注記 | Electronic reproduction.Amsterdam :Elsevier Science & Technology,2007.Mode of access: World Wide Web.System requirements: Web browser.Title from title screen (viewed on Aug. 2, 2007).Access may be restricted to users at subscribing institutions. Includes bibliographical references (p. 354-358) and index. |
| 著者標目 | *Koopmans, Lambert Herman,, 1930- ScienceDirect (Online service) |
| 件 名 | LCSH:Time-series analysis. LCSH:Spectral theory (Mathematics) FREE:Electronic books. -- local 全ての件名で検索 |
| 分 類 | LCC:QA280 DC:515.7222 |
| 巻冊次 | ISBN:9780124192515  ISBN:0124192513
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| ISBN | 9780124192515 |
| URL | http://www.sciencedirect.com/science/book/9780124192515 |
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