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The Spectral Analysis of Time Series.

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Koopmans, Lambert H.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Burlington : Elsevier, 1995.
Colección:Probability and mathematical statistics.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.