Spectral analysis for univariate time series
Author(s)
Bibliographic Information
Spectral analysis for univariate time series
（Cambridge series on statistical and probabilistic mathematics, 51）
Cambridge University Press, 2020
- : hardback
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Note
Includes bibliographical references(p. 643-659) and indexes
Contents of Works
- Introduction to spectral analysis
- Stationary stochastic processes
- Deterministic spectral analysis
- Foundations for stochastic spectral analysis
- Linear time-invariant filters
- Periodogram and other direct spectral estimators
- Lag window spectral estimators
- Combining direct spectral estimators
- Parametric spectral estimators
- Harmonic analysis
- Simulation of time series
