Circulant Matrices and Time-Series Analysis

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Bibliographic Details
Title:	Circulant Matrices and Time-Series Analysis
Language:	English
Authors:	Pollock, D. S. G.
Source:	International Journal of Mathematical Education in Science and Technology. Mar 2002 33(2):213-230.
Availability:	Taylor & Francis, Ltd. 325 Chestnut Street Suite 800, Philadelphia, PA 19106. Tel: 800-354-1420; Fax: 215-625-2940; Web site: http://www.tandf.co.uk/journals/default.html
Peer Reviewed:	Y
Physical Description:	PDF
Page Count:	18
Publication Date:	2002
Document Type:	Journal Articles Reports - Descriptive
Descriptors:	Matrices, Statistical Analysis, Algebra, Equations (Mathematics), Mathematics Instruction, Trend Analysis, Validity, Mathematical Logic
DOI:	10.1080/00207390110118953
ISSN:	0020-739X
Abstract:	This paper sets forth some 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.
Abstractor:	Author
Number of References:	13
Entry Date:	2007
Accession Number:	EJ770343
Database:	ERIC

Description
Abstract:	This paper sets forth some 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.
ISSN:	0020-739X
DOI:	10.1080/00207390110118953