Includes bibliographical references (pages 337-350) and index.
CONTENTS NOTE
Text of Note
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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SUMMARY OR ABSTRACT
Text of Note
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.