Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
. . ) (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…
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Produktdetails
Weitere Autoren: Kotz, Samuel (Übers.)
- ISBN: 978-1-4612-9325-5
- EAN: 9781461293255
- Produktnummer: 13325381
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2011
- Seitenangabe: 332 S.
- Masse: H23.5 cm x B15.5 cm x D1.7 cm 505 g
- Auflage: Softcover reprint of the original 1st ed. 1986
- Abbildungen: Paperback
- Gewicht: 505
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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
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