Donald B. Percival, Andrew T. Walden

Spectral Analysis for Univariate Time Series

• Gebundenes Buch

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 716
• Erscheinungstermin: 19. März 2020
• Englisch
• Abmessung: 260mm x 183mm x 43mm
• Gewicht: 1520g
• ISBN-13: 9781107028142
• ISBN-10: 1107028140
• Artikelnr.: 56752426

Autorenporträt

Donald B. Percival is the author of 75 publications in refereed journals on a variety of topics, including analysis of environmental time series, characterization of instability of atomic clocks and forecasting inundation of coastal communities due to trans-oceanic tsunamis. He is the co-author (with Andrew Walden) of Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques (Cambridge, 1993) and Wavelet Methods for Time Series Analysis (Cambridge, 2000). He has taught graduate-level courses on time series analysis, spectral analysis and wavelets for over thirty years at the University of Washington.

Inhaltsangabe

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 estimators
8. Combining direct spectral estimators
9. Parametric spectral estimators
10. Harmonic analysis
11. Simulation of time series.