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Spectral Analysis for Univariate Time Series

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Spectral Analysis for Univariate Time Series - Percival, Donald B., and Walden, Andrew T.
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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, ...

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Spectral Analysis for Univariate Time Series 2020, Cambridge University Press, Cambridge

ISBN-13: 9781107028142

Hardcover