Periodically Correlated Random Sequences

Periodically Correlated Random Sequences

Spectral Theory and Practice

Miamee, Abolghassem; Hurd, Harry L.

John Wiley & Sons Inc

10/2007

384

Dura

Inglês

9780471347712

15 a 20 dias

696

Descrição não disponível.
Preface xiii

Acknowledgments xv

Glossary xvii

1 Introduction

2 Examples, Models, and Simulations 19

3 Review of Hilbert Spaces 45

4 Stationary Random Sequences 67

5 Harmonizable Sequence 133

6 Fourier Theory of the Covariance 151

7 Representations of PC Sequences 199

8 Prediction of Sequences 215

9 Estimation of Mean and Covariance 249

10 Spectral Estimation 297

11 A Paradigm for Nonparametric Analysis of PC Time Series 331

References 337

Index 351
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theory; spectral; time series; correlated; processes; book; approach; become; periodically; use; cyclostationary; diagnostics; main ideas; definitions along; random; sequences; basic; concepts; coverage; key