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Prob/Stats Statistics textbooks covering moments/cumulants

  1. Feb 14, 2017 #1

    boneh3ad

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    I've been looking into time series analysis from a statistical perspective (looking to expand my bag of tools in analyzing experimental data) and I repeatedly run into the concept of moment and cumulant spectra. The problem is that my undergraduate course on statistics back in the day essentially never covered cumulants and only barely touched moments, and so my background is insufficient to grasp some of the richer texts on this subject.

    Does anyone have any suggested resources/texts that cover this topic?

    FWIW, my background is PhD-level engineering.
     
  2. jcsd
  3. Feb 15, 2017 #2
    Kendall and Stewart's The Advanced Theory of Statistics Vol1 comes to mind but it might be a difficult place to start. Have you any experience with Random Processes? If not, I'd suggest Random Signals by Shanmugan and Breiphol.
     
  4. Feb 15, 2017 #3

    MathematicalPhysicist

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    If you are an engineer, then the following book is the standard:
    Probability, Random Variables and Stochastic Processes by Athanasios Papoulis.
     
  5. Feb 15, 2017 #4

    boneh3ad

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    I have a little bit of familiarity with the topic based on experiences with Random Data by Bendat and Piersol.
     
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