Spectral Analysis for Univariate Time Series 51 2e Donald B. Perc… 9781107028142

Description: Spectral Analysis for Univariate Time Series: 51 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 51)Donald B. Percival, Andrew T. Walden Cambridge University Press Hardcover Unused and unread, minor cosmetic imperfections such as scuffing or minor creasing. Stamped 'damaged' by publisher to a non-text page. EAN: 9781107028142 Published 19/03/2020 Language: English Spectral analysis is widely used to interpret time series collected in diverse areas. This book covers the statistical theory behind spectral analysis and provides data analysts with the tools needed to transition theory into practice. Actual time series from oceanography, metrology, atmospheric science and other areas are used in running examples throughout, to allow clear comparison of how the various methods address questions of interest. All major nonparametric and parametric spectral analysis techniques are discussed, with emphasis on the multitaper method, both in its original formulation involving Slepian tapers and in a popular alternative using sinusoidal tapers. The authors take a unified approach to quantifying the bandwidth of different nonparametric spectral estimates. An extensive set of exercises allows readers to test their understanding of theory and practical analysis. The time series used as examples and R language code for recreating the analyses of the series are available from the book's website. 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. DispatchIn stock here - same-day dispatch from England. My SKU: 3269695RefundsNo-hassle refunds are always available if your book is not as expected.Terms and Conditions of SaleSorry - no collections. All sales are subject to extended Terms and Conditions of Sale as well as the Return Policy and Payment Instructions. Visit my eBay Store for details andmany more books. Template layout and design, "JNC Academic Books", "needbooks", Copyright © JNC INC. Designated trademarks, layouts and brands are the property of their respective owners. All Rights Reserved.

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