Time Series
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Cornelius Lanczos, Linear Differential Operators
Richard Bellman, Introduction to Matrix Analysis, Second Edition
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David Kinderlehrer and Guido Stampacchia, An Introduction to Variational Inequalities and
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F. Natterer, The Mathematics of Computerized Tomography
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R. Wong, Asympototic Approximations of Integral
O. Axelsson and V. A. Barker, Finite Element Solution of Boundary Value Problems: Theory
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David R. Brillinger, Time Series: Data Analysis and Theory
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Time Series
Data Analysis and Theory
David R. Brillinger
University of California at Berkeley
Berkeley, California
siam
Society for Industrial and Applied Mathematics
Philadelphia
Copyright © 2001 by the Society for Industrial and Applied Mathematics.
This SIAM edition is an unabridged republication of the work first published by Holden Day,
Inc., San Francisco, 1981.
1 0 9 8 7 6 5 4 3 21
All rights reserved. Printed in the United States of America. No part of this book may be
reproduced, stored, or transmitted in any manner without the written permission of the
publisher. For information, write to the Society for Industrial and Applied Mathematics, 3600
University City Science Center, Philadelphia, PA 19104-2688.
Library of Congress Cataloging-in-Publication Data
Brillinger, David R.
Time series: data analysis and theory / David R. Brillinger
p. cm. -- (Classics in applied mathematics ; 36)
"This SIAM edition is an unabridged republication of the work first published by
Holden Day, Inc., San Francisco, 1981" -- T.p. verso.
ISBN 0-89871-501-6 (pbk.)
1. Time-series analysis. 2. Fourier transformations. I. Title. II. Series
QA280 .B74 2001
519.5'5--dc21
2001034170
Figure 1.1.3 reprinted with permission from E. W. Carpenter, "Explosion Seismology," Science,
147:363-373, 22 January 1965. Copyright 1965 by the American Association for the
Advancement of Science.
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