Book contents
- Frontmatter
- Dedication
- Contents
- Preface
- Conventions and Notation
- Data, Software and Ancillary Material
- 1 Introduction to Spectral Analysis
- 2 Stationary Stochastic Processes
- 3 Deterministic Spectral Analysis
- 4 Foundations for Stochastic Spectral Analysis
- 5 Linear Time-Invariant Filters
- 6 Periodogram and Other Direct Spectral Estimators
- 7 Lag Window Spectral Estimators
- 8 Combining Direct Spectral Estimators
- 9 Parametric Spectral Estimators
- 10 Harmonic Analysis
- 11 Simulation of Time Series
- References
- Author Index
- Subject Index
Preface
Published online by Cambridge University Press: 17 March 2020
- Frontmatter
- Dedication
- Contents
- Preface
- Conventions and Notation
- Data, Software and Ancillary Material
- 1 Introduction to Spectral Analysis
- 2 Stationary Stochastic Processes
- 3 Deterministic Spectral Analysis
- 4 Foundations for Stochastic Spectral Analysis
- 5 Linear Time-Invariant Filters
- 6 Periodogram and Other Direct Spectral Estimators
- 7 Lag Window Spectral Estimators
- 8 Combining Direct Spectral Estimators
- 9 Parametric Spectral Estimators
- 10 Harmonic Analysis
- 11 Simulation of Time Series
- References
- Author Index
- Subject Index
Summary
- Type
- Chapter
- Information
- Spectral Analysis for Univariate Time Series , pp. xiii - xvPublisher: Cambridge University PressPrint publication year: 2020