Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series by K Dzhaparidze
. . ) (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-
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| SKU | Unavailable |
| ISBN 13 | 9781461293255 |
| ISBN 10 | 1461293251 |
| Title | Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series |
| Author | K Dzhaparidze |
| Series | Springer Series In Statistics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 2011-09-27 |
| Number of pages | 324 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |