Abstract
Spectral analysis is a discipline that provides a frequency domain approach to time series. See Gómez (Multivariate time series models with linear state space structure. Springer, New York, 2016, Sect. 3.4) for an introduction to the frequency domain.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Berens, P. (2009). CircStat: A MATLAB toolbox for circular statistics. Journal of Statistical Software,31(10), 1–21.
Brockwell, P. J., & Davis, R. A. (1991). Time series: Theory and methods. New York: Springer.
Gómez, V. (2016). Multivariate time series models with linear state space structure. New York: Springer.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this chapter
Cite this chapter
Gómez, V. (2019). Spectral Analysis. In: Linear Time Series with MATLAB and OCTAVE. Statistics and Computing. Springer, Cham. https://doi.org/10.1007/978-3-030-20790-8_5
Download citation
DOI: https://doi.org/10.1007/978-3-030-20790-8_5
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-20789-2
Online ISBN: 978-3-030-20790-8
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)