Limit search to available items
Book Cover
E-book
Author Koopmans, Lambert H

Title The Spectral Analysis of Time Series
Published Burlington : Elsevier, 1995

Copies

Description 1 online resource (385 pages)
Series Probability and Mathematical Statistics
Probability and mathematical statistics.
Contents Front Cover; The Spectral Analysis of Time Series; Copyright Page; Contents; Preface; Acknowledgements; Preface to the Second Edition; Chapter 1. Preliminaries; Chapter 2. Models for Spectral Analysis--The Univariate Case; Chapter 3. Sampling, Aliasing, and Discrete-Time Models; Chapter 4. Linear Filters--General Properties with Applications to Continuous-Time Processes; Chapter 5. Multivariate Spectral Models and Their Applications; Chapter 6. Digital Filters; Chapter 7. Finite Parameter Models, Linear Prediction, and Real-Time Filtering
Summary Now Available in Paperback!
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Spectral theory (Mathematics)
Time-series analysis.
Time-series analysis.
Spectral theory (Mathematics)
Time-series analysis
Form Electronic book
ISBN 9780080541563
0080541569