Parameter Estimation And Hypothesis Testing In Spectral Analysis Of Stationary Time Series (Springer Series In Statistics)

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ISBN : 9780387961415
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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series (Springer Series in Statistics)

. . ) (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

Specification of Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series (Springer Series in Statistics)

GENERAL
AuthorK. Dzhaparidze
BindingHardcover
LanguageEnglish
Edition1986
ISBN-100387961410
ISBN-139780387961415
PublisherSpringer
Publication Year1985
DIMENSIONS
Height6.25 inch.
Length0.75 inch.
Width9.25 inch.
Weight1.3 pounds.

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