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
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
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
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
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.