Circulant matrices and time-series analysis
Bibliographic Data
| ID | 19036713 |
|---|---|
| Authors | D S G Pollock (0000-0002-7953-2493, corresponding author) |
| Year | 2002 |
| Volume | 33 |
| Issue | 2 |
| Pages | 213-230 |
| Publication date | 2002-03-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | International Journal of Mathematical Education in Science and Technology (JOURNAL) |
| Journal identifiers | ISSN: 0020-739X • E-ISSN: 1464-5211 |
| Publisher | Taylor & Francis (PUBLISHER • GB) |
| DOI | 10.1080/00207390110118953 |
| OpenAlex | W3121631155 |
| Language | EN |
| References cited | 7 |
This paper sets forth some of the 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
Algebra over a field · Algorithm · Circulant matrix · Pure mathematics · Salient · Statistical analysis · Statistical hypothesis testing · Statistics · Time series · Complex Systems and Time Series Analysis · Computer Science · Mathematics · Scientific Research and Discoveries · Statistical and numerical algorithms · Artificial Intelligence
| Citation velocity | historical |
|---|---|
| Highly cited | No |