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| Авторизация |
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| Hannan E. J. — Multiple time series |
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| Предметный указатель |
Polynomial, trigonometric 62 65
Polyspectra 90
Potapov, V.P. 162—163
Prediction 127—163
Prediction, error 132
Prediction, linear 62
Prediction, of deterministic component 136 176
Prefiltering 309
Priestley, M.B. 473—474
Projection 21 27 104 503
Projection, perpendicular 504
Purely deterministic 136 154 158
Purely nondeterministic 137 154 158
Quadrature spectral density 38
Quadrature spectral distribution 35
Quenouille, M.H. 337 367 399—404
Rajalakshman, D.V. 399
Random function, periodic 38
Random process see “Stochastic process”
Random telegraph signal 72
Random variable, invariant 200
Rao, C.R. 281 300 347
Rational spectrum 64 128—136 325—414
Realization 4
Regressand 415
Regression 20 27 216—227 255—263 415—495
Regression, residuals 448—463
Regression, with autoregression 453—458
Regressor vectors 263 415
Representation, multiplicity free 101 115
Representation, unitary 100—107
Resolution 308
Response function see “Frequency response function”
Robertson, J.B. 157
Robinson, E.A. 16 150 384
Rosenblatt, M. 91 148 164 202 220 221 338 427—437
Rozanov, Yu.A. 58 64 157 201 202
Rubin, H. 342n
Sampling 44—51
Sampling, periodic jittered 48
Sampling, periodic jittered, nonuniform 50
Scheffe, H. 446
Seasonal variation 174—179 486
Separable 498
Serial correlation 19
Serial covariance 208
Shaman, P. 369
Shannon, C 168
Shapiro, H.S. 48
Shilov, G.E. 514
Shortest unbiased 252
Side lobe 277
Signal, clipped 87
Signal, measurement (extraction) 168—179
Signal, quantized 88
Signal, to noise ratio 171
Silverman, R.A. 48 49
Spanned 498
Spectral density 38
Spectral distribution 34—35 96 98 103
Spectral estimate, Abel 279
Spectral estimate, Bartlett 278
Spectral estimate, Cooley-Tukey 276
Spectral estimate, Daniell 279
Spectral estimate, finite Fourier transform 275
Spectral estimate, Parzen 279
Spectral estimate, truncated 277
Spectral estimate, Tukey-Hanning 278
Spectral estimation, Chapter V 333
Spectral family 104
Spectral jumps 74
Spectral representation 40 41 47 92—93 96 98 103
Spectral window 274
Spectrum 42n
Spectrum, higher order 88—91
Spectrum, rational 64—68 128—134
Spectrum, uniform 61
Spencer's formula 188—189
Spherical function 101
| Spherical function, zonal 101—102
Spherical harmonic 99
State vector 182
Stationary increments 18 80 81 93—94
Stationary, fourth order 209
Stationary, second order 12 15—19
Stationary, second order, generalised random process 25
Stationary, strictly 18
Stationary, wide sense 12
Stegun, I.A. 192
Stieltjes transform 75
Stochastic process 4
Stochastic process, homogeneous 106 115
Stochastic process, homogeneous, isotropic 97
Stochastic process, mixing 202
Stochastic process, of orthogonal increments see “Orthogonal increments”
Stochastic process, stationary 12
Stochastic process, stationary, ergodic 201
Stochastic process, stationary, metrically transitive 201
Stochastic process, with stationary increments 18
Strictly stationary 18
Stromberg, K. 188
Stuart, A.S. 188
Symmetric space 106 115
Szego,G. 138
Taper 265n
Tate, R.F. 253
Tensor product 516—518
Terrell, R.D. 179 436 461 463
Textile fibres 70—72
Theil, H. 459
Theorem, Bochner's 34—35 46 78 92 96—106
Theorem, Bochner's, central limit 220—229
Theorem, Bochner's, continuity 510
Theorem, Bochner's, ergodic 201
Theorem, Bochner's, Hahn-Banach 505
Theorem, Bochner's, Mercer's 33
Theorem, Bochner's, Plancherel's 87 110
Theorem, Bochner's, sampling 167
Theorem, Bochner's, Wold decomposition 137 155 158
Tides 85
Time domain 325
time function 4
Time series 4
Tintner, G. 191
Toeplitz matrix 354
Transformation, similarity 116
Trend 309
Triangle inequality 497
Trigonometric polynomial 62 65
Tuckwell, N. 436
Tukey, J.W. 45 263—278 307 308
Uniform mixing 202
Unitary 504
Van der Waerden, B.L. 405
Van Ness, J.W. 292—294
Vilenkin, N.Ya. 24 92 106
von Neumann's ratio 342
Wahba, Grace 480n
Wainstein, L.A. 80
Wald, A. 325
Walker, A.M. 248 375—377 383 395—398 464 467—472
Watson, G.S. 346 420 459—461
wave number 96
Wavelet 16 17
White noise 15 61
White noise, pure 15
Whittle, P. 289 337 395—398 464—468
Wiener, N. 23 77 106 151 157—163 490
Wiener-Hopf technique 169
Wilson, G. 377
Wold, H. 137 158
Woodroofe, M.B. 292—294
Yaglom, A.M. 18 99
Yosida, K. 49 50
Yule, G.U. 325
z-transform 131
Zonal spherical function 101—102
Zubakov, V.D. 80
Zygmund, A. 513
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