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Circulant Matrices and Time-Series Analysis

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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
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  Data: 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.
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    Subjects:
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      – SubjectFull: Statistical Analysis
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      – SubjectFull: Algebra
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