Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series (Paperback, Softcover reprint of the original 1st ed. 1986)

. . ) (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

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Springer Series in Statistics
Release date:	September 2011
First published:	1986
Authors:	K. Dzhaparidze
Translators:	Samuel Kotz
Dimensions:	235 x 155 x 18mm (L x W x T)
Format:	Paperback
Pages:	324
Edition:	Softcover reprint of the original 1st ed. 1986
ISBN-13:	978-1-4612-9325-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	1-4612-9325-1
Barcode:	9781461293255

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