Studies in the analysis of time series
Studies in the analysis of time series
The emphasis is put on the topic of non-stationary time series analysis throughout this thesis. Since many concepts and methods used in the analysis of stationary series are useful in the non-stationary case,the early part of the work gives a brief account of the methods employed in the analysis of stationary series. The topic of spectral representation is discussed and the various considerations which must be taken into account in the non-stationary analysis are explained.
University of Southampton
Papanicolaou, Constantine
1976
Papanicolaou, Constantine
Papanicolaou, Constantine
(1976)
Studies in the analysis of time series.
University of Southampton, Doctoral Thesis.
Record type:
Thesis
(Doctoral)
Abstract
The emphasis is put on the topic of non-stationary time series analysis throughout this thesis. Since many concepts and methods used in the analysis of stationary series are useful in the non-stationary case,the early part of the work gives a brief account of the methods employed in the analysis of stationary series. The topic of spectral representation is discussed and the various considerations which must be taken into account in the non-stationary analysis are explained.
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Published date: 1976
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Local EPrints ID: 467214
URI: http://eprints.soton.ac.uk/id/eprint/467214
PURE UUID: 6d6b8770-917f-4db1-9b96-fd63ecfd5703
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Date deposited: 05 Jul 2022 08:16
Last modified: 05 Jul 2022 08:16
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Author:
Constantine Papanicolaou
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