{"product_id":"periodically-correlated-random-sequences-spectral-theory-and-practice-hardback-9780471347712","title":"Periodically Correlated Random Sequences; Spectral Theory and Practice (Hardback) 9780471347712","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003ePeriodically Correlated Random Sequences\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eSpectral Theory and Practice\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eHarry L. Hurd (Author), Abolghassem Miamee (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780471347712, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 16 October 2007\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e384 pages, Charts: 0 B\u0026amp;W, 0 Color; Drawings: 29 B\u0026amp;W, 0 Color; Graphs: 83 B\u0026amp;W, 0 Color\u003cbr\u003e23.6 x 16.4 x 2.4 cm, 0.662 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e\"\u003ci\u003ePeriodically Correlated Random Sequences\u003c\/i\u003e is an ideal text on time series analysis for graduate-level statistics and engineering students who have previous experience in second-order stochastic processes (Hilbert space), vector spaces, random processes, and probability. This book also serves as a valuable reference for research statisticians and practioners in areas of probability and statistics such as time series analysis, stochastic processes, and prediction theory.\" (\u003ci\u003eMathematical Review\u003c\/i\u003e, Issue 2009e)\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eUniquely combining theory, application, and computing, this bookexplores the spectral approach to time series analysis\u003cbr\u003e \u003cbr\u003e The use of periodically correlated (or cyclostationary)processes has become increasingly popular in a range of researchareas such as meteorology, climate, communications, economics, andmachine diagnostics. Periodically Correlated Random Sequencespresents the main ideas of these processes through the use of basicdefinitions along with motivating, insightful, and illustrativeexamples. Extensive coverage of key concepts is provided, includingsecond-order theory, Hilbert spaces, Fourier theory, and thespectral theory of harmonizable sequences. The authors also providea paradigm for nonparametric time series analysis including testsfor the presence of PC structures.\u003cbr\u003e \u003cbr\u003e Features of the book include:\u003cbr\u003e * An emphasis on the link between the spectral theory of unitaryoperators and the correlation structure of PC sequences\u003cbr\u003e * A discussion of the issues relating to nonparametric time seriesanalysis for PC sequences, including estimation of the mean,correlation, and spectrum\u003cbr\u003e * A balanced blend of historical background with modernapplication-specific references to periodically correlatedprocesses\u003cbr\u003e * An accompanying Web site that features additional exercises aswell as data sets and programs written in MATLAB® forperforming time series analysis on data that may have a PCstructure\u003cbr\u003e \u003cbr\u003e Periodically Correlated Random Sequences is an ideal text ontime series analysis for graduate-level statistics and engineeringstudents who have previous experience in second-order stochasticprocesses (Hilbert space), vector spaces, random processes, andprobability. This book also serves as a valuable reference forresearch statisticians and practitioners in areas of probabilityand statistics such as time series analysis, stochastic processes,and prediction theory.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003ePreface xiii\u003c\/p\u003e \u003cp\u003eAcknowledgments xv\u003c\/p\u003e \u003cp\u003eGlossary xvii\u003c\/p\u003e \u003cp\u003e1 Introduction\u003c\/p\u003e \u003cp\u003e2 Examples, Models, and Simulations 19\u003c\/p\u003e \u003cp\u003e3 Review of Hilbert Spaces 45\u003c\/p\u003e \u003cp\u003e4 Stationary Random Sequences 67\u003c\/p\u003e \u003cp\u003e5 Harmonizable Sequence 133\u003c\/p\u003e \u003cp\u003e6 Fourier Theory of the Covariance 151\u003c\/p\u003e \u003cp\u003e7 Representations of PC Sequences 199\u003c\/p\u003e \u003cp\u003e8 Prediction of Sequences 215\u003c\/p\u003e \u003cp\u003e9 Estimation of Mean and Covariance 249\u003c\/p\u003e \u003cp\u003e10 Spectral Estimation 297\u003c\/p\u003e \u003cp\u003e11 A Paradigm for Nonparametric Analysis of PC Time Series 331\u003c\/p\u003e \u003cp\u003eReferences 337\u003c\/p\u003e \u003cp\u003eIndex 351\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-Interscience","offers":[{"title":"Brand New","offer_id":52293379621144,"sku":"9780471347712","price":117.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780471347712.jpg?v=1781639237","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/periodically-correlated-random-sequences-spectral-theory-and-practice-hardback-9780471347712","provider":"Freshly Printed Books","version":"1.0","type":"link"}