No abstract

No abstract

No abstract

No abstract

This paper sets forth some of the salient results in the algebra of circulant matrices which can be used in time-series analysis. It provides easy derivations of some results that are central to the analysis of statistical periodograms and empirical spectral density functions. A statistical test for the stationarity or homogeneity of empirical processes is also presented.

Adaptations of the classical Wiener-Kolmogorov filters are described that enable them to be applied to short nonstationary sequences+ Alternative filtering methods that operate in the time domain and the frequency domain are described+ The frequency-domain methods have the advantage of allowing components of the data to be separated along sharp dividing lines in the frequency domain, without incurring any leakage+ The paper contains a novel treatment of the start-up problem that affects the filtering of trended data sequences+

No abstract

No abstract