Handbook of Statistics Vol. 3

2339

收藏 2007-05-06

Volume 3, Pages 1-485 (1983) ◄ Previous vol/iss Next vol/iss ►

Time Series in the Frequency Domain

Edited by: D.R. Brillinger and P.R. Krishnaiah
ISBN: 978-0-444-86726-1

1. Preface

2. Contributors

3. Wiener filtering (with emphasis on frequency-domain approaches)

4. The finite fourier transform of a stationary process

5. Seasonal and calendar adjustment

6. Optimal inference in the frequency domain

7. Applications of spectral analysis in econometrics

8. Signal estimation

9. Complex demodulation: Some theory and applications

10. Estimating the gain of a linear filter from noisy data

11. A spectral analysis primer

12. Robust-resistant spectral analysis

13. Autoregressive spectral estimation

14. Threshold autoregression and some frequency-domain characteristics

15. The frequency-domain approach to the analysis of closed-loop systems

16. The bispectral analysis of nonlinear stationary time series with reference to bilinear time-series models

17. Frequency-domain analysis of multidimensional time-series data

18. Review of various approaches to power spectrum estimation

19. Cumulants and cumulant spectra

20. Replicated time-series regression: An approach to signal estimation and detection

21. Computer programming of spectrum estimation

22. Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series

23. Subject index

24. Contents of previous volumes