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Introduction to Stationary Time Series and Spectral Analysis

  • T. Subba Rao
  • M. M. Gabr
Part of the Lecture Notes in Statistics book series (LNS, volume 24)

Abstract

In this chapter we will present a brief introduction to the theory of stationary time series and spectral analysis which will be needed in later chapters. The presentation is kept very brief (for details see Priestley, 1981).

Keywords

Spectral Density Function Stationary Time Series State Space Form Autocovariance Function Orthogonal Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1984

Authors and Affiliations

  • T. Subba Rao
    • 1
  • M. M. Gabr
    • 2
  1. 1.Department of MathematicsUniversity of ManchesterManchesterEngland
  2. 2.Department of MathematicsUniversity of AlexandriaAlexandriaEgypt

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