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Statistical Methods in the Frequency Domain

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

Abstract

In previous chapters, we saw many applied time series problems that involved relating series to each other or to evaluating the effects of treatments or design parameters that arise when time-varying phenomena are subjected to periodic stimuli. In many cases, the nature of the physical or biological phenomena under study are best described by their Fourier components rather than by the difference equations involved in ARIMA or state-space models.

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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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