UID:
almahu_9948196983102882
Format:
1 online resource (xviii, 353 pages) :
,
illustrations
ISBN:
9780470182833
,
0470182830
,
9780470182826
,
0470182822
,
1281094188
,
9781281094186
Content:
This much-needed reference and textbook surveys spectral theory and practice and introduces readers to periodically correlated random sequences. Comprehensively combining theory, application, and computing, this is a major exploration of a neglected but increasingly key area. The book features a time series for determining when an observed time series has the PC structure. Discussion covers how unitary operators fit into the big picture, and how the spectral theory of unitary operators applies to PC processes. Coverage also includes material on multivariate PC sequences and fields (including P.
Note:
PERIODICALLY CORRELATED RANDOM SEQUENCES; Contents; Preface; Acknowledgments; Glossary; 1 Introduction; 2 Examples, Models, and Simulations; 3 Review of Hilbert Spaces; 4 Stationary Random Sequences; 5 Harmonizable Sequences; 6 Fourier Theory of the Covariance; 7 Representations of PC Sequences; 8 Prediction of PC Sequences; 9 Estimation of Mean and Covariance; 10 Spectral Estimation; 11 A Paradigm for Nonparametric Analysis of PC Time Series; References; Index.
Additional Edition:
Print version: Hurd, Harry L. (Harry Lee), 1940- Periodically correlated random sequences. Hoboken, N.J. : Wiley-Interscience, ©2007 ISBN 9780471347712
Additional Edition:
ISBN 047134771X
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
DOI:
10.1002/9780470182833
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470182833
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470182833
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470182833
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