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" Periodically correlated random sequences : "
Harry L. Hurd, Abolghassem Miamee.
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BL
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| Record Number
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1006653
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b761023
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| Main Entry
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Hurd, Harry L., (Harry Lee),1940-
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| Title & Author
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Periodically correlated random sequences : : spectral theory and practice /\ Harry L. Hurd, Abolghassem Miamee.
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| Publication Statement
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Hoboken, N.J. :: Wiley-Interscience,, ©2007.
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| Page. NO
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1 online resource (xviii, 353 pages) :: illustrations
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| ISBN
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0470182822
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: 0470182830
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: 1281094188
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: 9780470182826
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: 9780470182833
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: 9781281094186
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047134771X
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9780471347712
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| Bibliographies/Indexes
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Includes bibliographical references (pages 337-350) and index.
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| Contents
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PERIODICALLY CORRELATED RANDOM SEQUENCES; Contents; Preface; Acknowledgments; Glossary; 1 Introduction; 2 Examples, Models, and Simulations; 3 Review of Hilbert Spaces; 4 Stationary Random Sequences; 5 Harmonizable Sequences; 6 Fourier Theory of the Covariance; 7 Representations of PC Sequences; 8 Prediction of PC Sequences; 9 Estimation of Mean and Covariance; 10 Spectral Estimation; 11 A Paradigm for Nonparametric Analysis of PC Time Series; References; Index.
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| Abstract
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This much-needed reference and textbook surveys spectral theory and practice and introduces readers to periodically correlated random sequences. Comprehensively combining theory, application, and computing, this is a major exploration of a neglected but increasingly key area. The book features a time series for determining when an observed time series has the PC structure. Discussion covers how unitary operators fit into the big picture, and how the spectral theory of unitary operators applies to PC processes. Coverage also includes material on multivariate PC sequences and fields (including P.
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Correlation (Statistics)
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Sequences (Mathematics)
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Spectral theory (Mathematics)
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Stochastic processes.
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Correlation (Statistics)
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MATHEMATICS-- Infinity.
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Sequences (Mathematics)
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Spectral theory (Mathematics)
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Stochastic processes.
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| Dewey Classification
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515/.24
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| LC Classification
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QC20.7.S64H87 2007eb
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| Added Entry
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Miamee, Abolghassem,1944-
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