Springer
Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
Product Code:
9781461293255
ISBN13:
9781461293255
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New
$61.47
Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
$61.47
. . ) (under the assumption that the spectral density exists). For this reason, a vast amount of periodical and monographic literature is devoted to the nonparametric statistical problem of estimating the function tJ( T) and especially that of leA) (see, for example, the books [4,21,22,26,56,77,137,139,140, ]). However, the empirical value t;; of the spectral density I obtained by applying a certain statistical procedure to the observed values of the variables Xl' . . ., X, usually depends in n a complicated manner on the cyclic frequency). . This fact often presents difficulties in applying the obtained estimate t;; of the function I to the solution of specific problems rela ted to the process X . Theref ore, in practice, the t obtained values of the estimator t;; (or an estimator of the covariance function tJ ( T are almost always "smoothed," i. e., are approximated by values of a certain sufficiently simple function 1 = 1
| Author: K. Dzhaparidze |
| Publisher: Springer |
| Publication Date: Sep 27, 2011 |
| Number of Pages: 324 pages |
| Binding: Paperback or Softback |
| ISBN-10: 1461293251 |
| ISBN-13: 9781461293255 |
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