Periodically Correlated Random Sequences: Spectral Theory and Practice
Harry L. Hurd
€ 174.56
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Description for Periodically Correlated Random Sequences: Spectral Theory and Practice
Hardcover. Uniquely combining theory, application, and computing, this book explores the spectral approach to time series analysis The use of periodically correlated (or cyclostationary) processes has become increasingly popular in a range of research areas such as meteorology, climate, communications, economics, and machine diagnostics. Series: Wiley Series in Probability and Statistics. Num Pages: 384 pages, Illustrations. BIC Classification: PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 162 x 24. Weight in Grams: 662.
Uniquely combining theory, application, and computing, this bookexplores the spectral approach to time series analysis
The use of periodically correlated (or cyclostationary)processes has become increasingly popular in a range of researchareas such as meteorology, climate, communications, economics, andmachine diagnostics. Periodically Correlated Random Sequencespresents the main ideas of these processes through the use of basicdefinitions along with motivating, insightful, and illustrativeexamples. Extensive coverage of key concepts is provided, includingsecond-order theory, Hilbert spaces, Fourier theory, and thespectral theory of harmonizable sequences. The authors also providea paradigm for nonparametric time series analysis including testsfor the presence of PC structures.
... Read more
Uniquely combining theory, application, and computing, this bookexplores the spectral approach to time series analysis
The use of periodically correlated (or cyclostationary)processes has become increasingly popular in a range of researchareas such as meteorology, climate, communications, economics, andmachine diagnostics. Periodically Correlated Random Sequencespresents the main ideas of these processes through the use of basicdefinitions along with motivating, insightful, and illustrativeexamples. Extensive coverage of key concepts is provided, includingsecond-order theory, Hilbert spaces, Fourier theory, and thespectral theory of harmonizable sequences. The authors also providea paradigm for nonparametric time series analysis including testsfor the presence of PC structures.
... Read more
Product Details
Format
Hardback
Publication date
2007
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
384
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
384
Place of Publication
, United States
ISBN
9780471347712
SKU
V9780471347712
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Harry L. Hurd
Harry L. Hurd, PhD, is Adjunct Professor of Statistics at TheUniversity of North Carolina at Chapel Hill. He is the founder ofHurd Associates, Inc., a research and development firmconcentrating in the areas of signal processing and stochasticprocesses. Dr. Hurd has published extensively on the topics ofnonstationary random processes, periodically correlated processes,and nonparametric time series. Abolghassem Miamee, PhD, ... Read more
Reviews for Periodically Correlated Random Sequences: Spectral Theory and Practice
"Periodically Correlated Random Sequences is an ideal text on time series analysis for graduate-level statistics and engineering students who have previous experience in second-order stochastic processes (Hilbert space), vector spaces, random processes, and probability. This book also serves as a valuable reference for research statisticians and practioners in areas of probability and statistics such as time series analysis, stochastic processes, and ... Read more