David R. BRILLINGER - Google Scholar CitationsThe system can't perform the operation now. Try again later. Citations per year. Duplicate citations. The following articles are merged in Scholar. Their combined citations are counted only for the first article.
8. Time Series Analysis I
Selected Works of David Brillinger
These theorems have been set down in the spirit that the indicated xix XX PREFACE asymptotic moments and distributions may provide reasonable approximations to the desired finite sample results. The extremal B, C are given by The individual components of are called the principal components of Y. A number of applications to particular physical circumstances have been made of Fourier inference; see the paper by Brillinger brillinget the book by Bloomfield. We will return to a discussion of the functional approach to time series analysis in Section 3.We will require to have the form where F j rA : X denotes the r X r matrix-valued function whose existence was indicated in Theorem 2. A computer program for it is given in Businger and Sedies We will investigate its statistical properties shortly. This is a form of prefiltering.
This content was uploaded by our users and we assume good faith they have the permission to share this book. Articles Cited by. In the course of the work of this chapter we have seen the important manner in which the band-width parameter m, or BT. We now briefly investigate the effect of a linear time invariant operation on the brililnger.
Estimation of uncertainties in eigenspectral estimates thheory decaying geophysical time series. An example of such an occurrence with which the author was once con- cerned is the following: data were to be taken periodically on the number of electrons entering a conical horn on a spinning satellite of the Explorer series. If the rows of Table 2. This simplification was adopted by Bartlett Section 9.
For stationary series its approximate sampling properties are elementary. Its rime values are given in Exercise 3. Let Y f be given by 4? The estimate considered there had the form Figure 5.
These books are republished by SIAM as a professional service because they continue to be important resources for mathematical scientists. Editor-in-Chief Robert E. O'Malley, Jr. Lin and L. Fiacco and Garth P. Carrier and Carl E.
A recent dramatic example involves the investigation of the structure of the moon by the frequency analysis of seismic signals, Gelfand. There have since been extensions to the cases of a prime number of observations see Anderson and Dillon and to the case of unequally spaced time points see Nguyen and Liu Determine the transfer function of the filter of 2.
Thank you for interesting in our services. We are a non-profit group that run this website to share documents. We need your help to maintenance this website. Please help us to share our service with your friends. Home David R. Share Embed Donate.
The use of harmonic analysis as a tool brlllinger the search of hidden periodici- ties was eventually replaced by its much more important use for inquiring into relations between series; see Wiener and Press and Tukey If you own the copyright to this book and it is wrongfully on our website, we offer a simple DMCA procedure to remove your content from our site! Sign in. The latter may usefully be compared with the asymptotic expression 4.
Their suggestions were most helpful. In other words, components whose frequencies are near Xo remain unaffected. Lawson and Richard J. From Theorem 4.