Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series (e-bog) af Dzhaparidze, K.
Dzhaparidze, K. (forfatter)

Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series e-bog

436,85 DKK (inkl. moms 546,06 DKK)
. . ) (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 cer...
E-bog 436,85 DKK
Forfattere Dzhaparidze, K. (forfatter), Kotz, Samuel (oversætter)
Forlag Springer
Udgivet 6 december 2012
Genrer Probability and statistics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781461248422
. . ) (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 "e;smoothed,"e; i. e. , are approximated by values of a certain sufficiently simple function 1 = 1