Periodically correlated random sequences : Spectral theory and practice

The use of periodically correlated (or cyclostationary) processes has become increasingly popular in a range of research areas such as meteorology, climate, communications, economics, and machine diagnostics. Periodically Correlated Random Sequences presents the main ideas of these processes through...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Hurd, Harry L.
التنسيق: كتاب
اللغة:Undetermined
منشور في: Hoboken, N.J. Wiley-Interscience 2007
الموضوعات:
الوسوم: إضافة وسم
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
الوصف
الملخص:The use of periodically correlated (or cyclostationary) processes has become increasingly popular in a range of research areas such as meteorology, climate, communications, economics, and machine diagnostics. Periodically Correlated Random Sequences presents the main ideas of these processes through the use of basic definitions along with motivating, insightful, and illustrative examples. Extensive coverage of key concepts is provided, including second-order theory, Hilbert spaces, Fourier theory, and the spectral theory of harmonizable sequences. The authors also provide a paradigm for nonparametric time series analysis including tests for the presence of PC structures.