Time Series in the Frequency Domain

Abstract

Wiener Filtering (with Emphasis on Frequency-Domain Approaches) (R.J. Bhansali, D. Karavellas). The Finite Fourier Transform of a Stationary Process (D.R. Brillinger). Seasonal and Calendar Adjustment (W.S. Cleveland). Optimal Inference in the Frequency Domain (R.B. Davies). Applications of Spectral Analysis in Econometrics (C.W.J. Granger, R. Engle). Signal Estimation (E.J. Hannan). Complex Demodulation: Some Theory and Applications (T. Hasan). Estimating the Gain of a Linear Filter from Noisy Data (M.J. Hinich). A Spectral Analysis Primer (L.H. Koopmans). Robust-Resistant Spectral Analysis (R.D. Martin). Autoregressive Spectral Estimation (E. Parzen). Threshold Autoregression and some Frequency-Domain Characteristics (J. Pemberton, H. Tong). The Frequency Domain Approach to the Analysis of Closed-Loop Systems (M.B. Priestley). The Bispectral Analysis of Nonlinear Stationary Time Series with Reference to Bilinear-Time Series Models (T.S. Rao). Frequency-Domain Analysis of Multidimensional Time-Series Data (E.A. Robinson). Review of Various Approaches to Power Spectrum Estimation (P.M. Robinson). Cumulant and Cumulant Spectra (M. Rosenblatt). Replicated Time Series Regression: An Approach to Signal Estimation and Detection (R.H. Shumway). Computer Programming of Spectrum Estimation (T. Thrall). Likelihood Ratio Tests on Covariance Matrices and Mean Vectors of Complex Multivariate Normal Populations and their Applications in Time Series (P.R. Krishnaiah, J.C. Lee, T.C. Chang).