The Spectral Analysis of Time Series (North-holland Series in Statistics and Probability)

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9780444876072: The Spectral Analysis of Time Series (North-holland Series in Statistics and Probability)

Examined in this volume are the asymptotic properties of spectral estimates of stationary processes and random fields. A new class of lag window estimates indifferent to remote frequencies is introduced and pseudorandom sequences are investigated from the point of view of their nearness to the sequence of white noise. Principles and algorithms are given for constructing an ideal sequence. A good achievement is the new estimates of higher spectral density asymptotically unbiased and consistent for all admissible values of the argument. A new type of the random number generator which is sufficiently close to white noise is introduced.

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Zurbenko, I. G.
Published by Elsevier Science Ltd (1986)
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