Review and application of selected topics In discrete univariate time-series analysis

Simple item page
dc.contributor.authorKelly, Gary James
dc.date.accessioned2015-05-12T09:46:37Z
dc.date.available2015-05-12T09:46:37Z
dc.date.issued2015-05-12
dc.description.abstractThis dissertation reviews the theory and methods of three areas m time-series analysis - period gram analysis, spectral analysis and Box-Jenkins modelling. Once the basic mathematical necessities and definitions have been set down, the relationship between the periodgram and spectrum is illustrated. The statistical properties of both the periodogram and spectrum are provided, as well as the practical problems involved when analysing data using these techniques. As a result oi the complexities of the spectrum, more emphasis is placed on periodogram analysis.en_ZA
dc.identifier.urihttp://hdl.handle.net/10539/17719
dc.titleReview and application of selected topics In discrete univariate time-series analysisen_ZA
dc.typeThesisen_ZA
Files
Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
Kelly G S 1984-001.pdf
Size:
8.38 MB
Format:
Adobe Portable Document Format
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download
Collections
ETD Collection