目次

Wiener Filtering (with Emphasis on Frequency-Domain Approaches) (R.J.Bhansali, D. Karavellas). The Finite Fourier Transform of a StationaryProcess (D.R. Brillinger). Seasonal and Calendar Adjustment (W.S. Cleveland).Optimal Inference in the Frequency Domain (R.B. Davies). Applications ofSpectral Analysis in Econometrics (C.W.J. Granger, R. Engle). SignalEstimation (E.J. Hannan). Complex Demodulation: Some Theory and Applications(T. Hasan). Estimating the Gain of a Linear Filter from Noisy Data (M.J.Hinich). A Spectral Analysis Primer (L.H. Koopmans). Robust-ResistantSpectral Analysis (R.D. Martin). Autoregressive Spectral Estimation (E.Parzen). Threshold Autoregression and some Frequency-Domain Characteristics(J. Pemberton, H. Tong). The Frequency Domain Approach to the Analysis ofClosed-Loop Systems (M.B. Priestley). The Bispectral Analysis of NonlinearStationary Time Series with Reference to Bilinear-Time Series Models (T.S.Rao). Frequency-Domain Analysis of Multidimensional Time-Series Data (E.A.Robinson). Review of Various Approaches to Power Spectrum Estimation (P.M.Robinson). Cumulant and Cumulant Spectra (M. Rosenblatt). Replicated TimeSeries Regression: An Approach to Signal Estimation and Detection (R.H.Shumway). Computer Programming of Spectrum Estimation (T. Thrall). LikelihoodRatio Tests on Covariance Matrices and Mean Vectors of Complex MultivariateNormal Populations and their Applications in Time Series (P.R. Krishnaiah,J.C. Lee, T.C. Chang).