Springer Series in Statistics: Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series

Dzhaparidze, K.

ISBN 10: 0387961410 / ISBN 13: 9780387961415

Editore: Springer, 1986

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This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:0387961410.

Codice articolo 5759660

Dati bibliografici

• Titolo: Springer Series in Statistics: Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
• Editore: Springer
• Data di pubblicazione: 1986
• Lingua: Inglese
• ISBN 10: 0387961410
• ISBN 13: 9780387961415
• Rilegatura: Rilegato
• Condizione: Good
• Cataloghi dei venditori:
  • Mathematics

Descrizione articolo

Riassunto

. . ) (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

Product Description

Book by Dzhaparidze K