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Spectral Analysis of Time Series
Probability and Mathematical Statistics, Vol. 22
Av L. H. Koopmans, E. Lukacs m. fl.
E-bok, 2014
807 kr
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The Spectral Analysis of Time Series describes the techniques and theory of the frequency domain analysis of time series. The book discusses the physical processes and the basic features of models of time series. The central feature of all models is the existence of a spectrum by which the time …