Time Series with Mixed Spectra

ISBN: 9781138374959 出版年：2016 页码：648 Li, Ta-Hsin Chapman and Hall/CRC

Time series with mixed spectra are characterized by hidden periodic components buried in random noise. Despite strong interest in the statistical and signal processing communities, no book offers a comprehensive and up-to-date treatment of the subject. Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the stati