Spectral Analysis for Univariate Time Series

DOI10.1017/9781139235723zbMath1476.62003OpenAlexW4211246928MaRDI QIDQ5213730

Donald B. Percival, A. T. Walden

Publication date: 4 February 2020

Full work available at URL: https://doi.org/10.1017/9781139235723

zbMATH Keywords

oceanographyspectral analysisatmospheric scienceunivariate time series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Reliability and life testing (62N05) Climate science and climate modeling (86A08)

Related Items (3)

A spectral approach to estimate the autocovariance function ⋮ On estimating the structure factor of a point process, with applications to hyperuniformity ⋮ Modelling cycles in climate series: the fractional sinusoidal waveform process

Uses Software

• R

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