An Introduction to Stochastic Processes: With Special Reference to Methods and Applications |
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Page 253
... analysis of stationary sequences The theory of stationary processes developed in Chapter 6 throws a powerful light on the possibilities of analysing time- series . Correlation analysis and harmonic analysis , often treated as two ...
... analysis of stationary sequences The theory of stationary processes developed in Chapter 6 throws a powerful light on the possibilities of analysing time- series . Correlation analysis and harmonic analysis , often treated as two ...
Page 257
... harmonic analysis ; although if the correlogram is constructed , it will also exhibit corresponding undamped oscillations . The correlogram analysis is more useful for oscillatory series which do not consist of simple undisturbed ...
... harmonic analysis ; although if the correlogram is constructed , it will also exhibit corresponding undamped oscillations . The correlogram analysis is more useful for oscillatory series which do not consist of simple undisturbed ...
Page 274
... observed series by means of ' periodogram analysis ' become merely one aspect of the analysis of stationary processes , and that only when regarded 274 CORRELATION ANALYSIS OF TIME - SERIES 9.13 Harmonic (periodogram) analysis.
... observed series by means of ' periodogram analysis ' become merely one aspect of the analysis of stationary processes , and that only when regarded 274 CORRELATION ANALYSIS OF TIME - SERIES 9.13 Harmonic (periodogram) analysis.
Contents
RANDOM SEQUENCES | 15 |
PROCESSES IN CONTINUOUS TIME | 45 |
MISCELLANEOUS STATISTICAL APPLICATIONS | 89 |
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Common terms and phrases
a₁ additive process analysis approximate assumed asymptotic autoregressive average BARTLETT becomes Chapter characteristic function coefficients component condition consider continuous convenient convergence correlation correlogram corresponding covariance D. G. Kendall defined degrees of freedom denotes density depend differential discrete distribution function dZ(w entropy equation equivalent estimates example finite formula frequency further given harmonic harmonic analysis Hence independent individual infection integral interval J. R. Statist Kendall likelihood function limiting linear process Markov chain Markov process matrix mean methods Moyal mutation negative binomial distribution noise non-zero normal observed obtain orthogonal particle particular periodogram Poisson distribution population possible probability problem process X(t properties random variable recurrence relation renewal result sampling sequence solution spectral spectrum stationary processes stochastic processes t₁ theoretical theory time-series tion transition values variance vector whence zero σ²