Periodically Correlated Random Sequences
Spectral Theory and Practice
About the author
Harry L. Hurd, PhD, is Adjunct Professor of Statistics at The University of North Carolina at Chapel Hill. He is the founder of Hurd Associates, Inc., a research and development firm concentrating in the areas of signal processing and stochastic processes. Dr. Hurd has published extensively on the topics of nonstationary random processes, periodically correlated processes, and nonparametric time series.
Abolghassem Miamee, PhD, is Professor of Mathematics at Hampton University in Virginia. His research interests include stochastic processes, time series analysis, and harmonic and functional analysis.
The use of periodically correlated (or cyclostationary) processes has become increasingly popular in a range of research areas such as meteorology, climate, communications, economics, and machine diagnostics. Periodically Correlated Random Sequences presents the main ideas of these processes through the use of basic definitions along with motivating, insightful, and illustrative examples. Extensive coverage of key concepts is provided, including secondorder theory, Hilbert spaces, Fourier theory, and the spectral theory of harmonizable sequences. The authors also provide a paradigm for nonparametric time series analysis including tests for the presence of PC structures.
Features of the book include:

An emphasis on the link between the spectral theory of unitary operators and the correlation structure of PC sequences

A discussion of the issues relating to nonparametric time series analysis for PC sequences, including estimation of the mean, correlation, and spectrum

A balanced blend of historical background with modern applicationspecific references to periodically correlated processes

An accompanying Web site that features additional exercises as well as data sets and programs written in MATLAB® for performing time series analysis on data that may have a PC structure
Periodically Correlated Random Sequences is an ideal text on time series analysis for graduatelevel statistics and engineering students who have previous experience in secondorder stochastic processes (Hilbert space), vector spaces, random processes, and probability. This book also serves as a valuable reference for research statisticians and practitioners in areas of probability and statistics such as time series analysis, stochastic processes, and prediction theory.
less382 pages; ISBN 9780470182826
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Title: Periodically Correlated Random Sequences
Author: Harry L. Hurd; Abolghassem Miamee
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