ERIC Number: EJ770343
Record Type: Journal
Publication Date: 2002-Mar
Pages: 18
Abstractor: Author
Reference Count: 13
ISBN: N/A
ISSN: ISSN-0020-739X
Circulant Matrices and Time-Series Analysis
Pollock, D. S. G.
International Journal of Mathematical Education in Science and Technology, v33 n2 p213-230 Mar 2002
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.
Descriptors: Matrices, Statistical Analysis, Algebra, Equations (Mathematics), Mathematics Instruction, Trend Analysis, Validity, Mathematical Logic
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Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Identifiers: N/A

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