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Spectral Analysis and Filtering

  • Robert H. Shumway
  • David S. Stoffer
Chapter
Part of the Springer Texts in Statistics book series (STS)

Abstract

In this chapter, we focus on the frequency domain approach to time series analysis. We argue that the concept of regularity of a series can best be expressed in terms of periodic variations of the underlying phenomenon that produced the series.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Robert H. Shumway
    • 1
  • David S. Stoffer
    • 2
  1. 1.Department of StatisticsUniversity of California, DavisDavisUSA
  2. 2.Department of StatisticsUniversity of PittsburghPittsburghUSA

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