Hardbound. In this volume prominent workers in the field discuss various time series methods in the time domain. The topics included are autoregressive-moving average models, control, estimation, identification, model selection, non-linear time series, non-stationary time series, prediction, robustness, sampling designs, signal attenuation, and speech recognition. This volume complements Handbook of Statistics 3: Time Series in the Frequency Domain.
Hardbound. In this volume prominent workers in the field discuss various time series methods in the time domain. The topics included are autoregressiv...
Many electronic and acoustic signals can be modeled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterize the periodicity or near-periodicity of a signal and consequently to identify its source. Quinn and Hannan present and analyze several practical techniques used for such estimation. The problem of tracking slow frequency changes of a very noisy sinusoid over time is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight....
Many electronic and acoustic signals can be modeled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids a...
