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Volume 3, Pages 1-485 (1983) ◄ Previous vol/iss Next vol/iss ►
Time Series in the Frequency Domain
Edited by: D.R. Brillinger and P.R. Krishnaiah
ISBN: 978-0-444-86726-1
1. Preface
2. Contributors
3. Wiener filtering (with emphasis on frequency-domain approaches)
4. The finite fourier transform of a stationary process
5. Seasonal and calendar adjustment
6. Optimal inference in the frequency domain
7. Applications of spectral analysis in econometrics
8. Signal estimation
9. Complex demodulation: Some theory and applications
10. Estimating the gain of a linear filter from noisy data
11. A spectral analysis primer
12. Robust-resistant spectral analysis
13. Autoregressive spectral estimation
14. Threshold autoregression and some frequency-domain characteristics
15. The frequency-domain approach to the analysis of closed-loop systems
16. The bispectral analysis of nonlinear stationary time series with reference to bilinear time-series models
17. Frequency-domain analysis of multidimensional time-series data
18. Review of various approaches to power spectrum estimation
19. Cumulants and cumulant spectra
20. Replicated time-series regression: An approach to signal estimation and detection
21. Computer programming of spectrum estimation
22. Likelihood ratio tests on covariance matrices and mean vectors of complex multivariate normal populations and their applications in time series
23. Subject index
24. Contents of previous volumes
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