Chapter 2. The Spectral Theory of Vector Processes

  1. E. J. Hannan

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316429.ch2

Multiple Time Series

Multiple Time Series

How to Cite

Hannan, E. J. (1970) The Spectral Theory of Vector Processes, in Multiple Time Series, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316429.ch2

Author Information

  1. The Australian National University, Canberra

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 29 AUG 1970

ISBN Information

Print ISBN: 9780471348054

Online ISBN: 9780470316429

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Keywords:

  • fourier analysis;
  • fourier methods;
  • stochastic process;
  • covariance functions;
  • linear function

Summary

The prelims comprise:

  • Introduction

  • The Spectral Theorems for Continuous-Time Stationary Processes

  • Sampling a Continuous-Time Process. Discrete time Processes

  • Linear Filters

  • Some Special Models

  • Some Spectral Theory for Nonstationary Processes

  • Nonlinear Transformations of Random Processes

  • Higher Order Spectra

  • Spectral Theory for GRP

  • Spectral Theories for Homogeneous Random Processes on Other Spaces

  • Filters, General Theory

  • Exercises

  • Appendix