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Frequency Analysis of Time Series

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Advanced Linear Modeling

Part of the book series: Springer Texts in Statistics ((STS))

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Abstract

This chapter examines the linear mixed models from Chap. 5 that have traditionally been used to analyze time series data. It also examines spectral distributions/densities and linear filtering of time series.

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Christensen, R. (2019). Frequency Analysis of Time Series. In: Advanced Linear Modeling. Springer Texts in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-030-29164-8_6

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