Time Series with Mixed Spectra

by Ta-Hsin Li

Book Overview

This book focuses on the methods and theory for the statistical analysis of time series with mixed spectra. It presents detailed theoretical and empirical analyses of important methods and algorithms. Using both simulated and real-world data to illustrate the analyses, the book discusses periodogram analysis, autoregression, maximum likelihood, and covariance analysis. It considers real- and complex-valued time series, with and without the Gaussian...

• Format: Paperback
• Language: English
• ISBN: 1138374954
• ISBN13: 9781138374959
• Release Date: August 2019
• Publisher: CRC Press
• Length: 680 Pages
• Weight: 2.07 lbs.
• Dimensions: 1.4" x 6.1" x 9.2"