Modern Spectrum Analysis of Time Series
Subtitle: Fast Algorithms and Error Control Techniques
Publisher: CRC
Published: October 25, 1995
Language: eng
Format: Hardcover
Number of pages: 416
ISBN-13: 9780849324642
Subjects: Mathematics for scientists & engineers; Optics (light); Probability & statistics; Stochastics; Time Series Analysis; Mathematics; Science/Mathematics; Probability & Statistics - General; Mathematics / Statistics; Spectral theory (Mathematics); Time-series analysis
First sentence: An observed signal, presumed to be sampled or intrinsically discrete (e.g., rainfall time series), is treated as a stochastic process which, if Gaussian, may be characterized within the framework of second order statistics, namely, covariance function or spectrum density function.