Parameter Estimation of Sinusodial Signals in Noise: Theory and Methods

3 avg rating
( 1 ratings by Goodreads )
 
9781584881766: Parameter Estimation of Sinusodial Signals in Noise: Theory and Methods

Time series with mixed spectra are characterized by hidden periodic components buried in random noise. Despite strong interest in the statistical and signal processing communities, no book offers a comprehensive and up-to-date treatment of the subject. Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the statistical analysis of time series with mixed spectra. It presents detailed theoretical and empirical analyses of important methods and algorithms.

Using both simulated and real-world data to illustrate the analyses, the book discusses periodogram analysis, autoregression, maximum likelihood, and covariance analysis. It considers real- and complex-valued time series, with and without the Gaussian assumption. The author also includes the most recent results on the Laplace and quantile periodograms as extensions of the traditional periodogram.

Complete in breadth and depth, this book explains how to perform the spectral analysis of time series data to detect and estimate the hidden periodicities represented by the sinusoidal functions. The book not only extends results from the existing literature but also contains original material, including the asymptotic theory for closely spaced frequencies and the proof of asymptotic normality of the nonlinear least-absolute-deviations frequency estimator.

"synopsis" may belong to another edition of this title.

About the Author:

Ta-Hsin Li is a research statistician at the IBM Watson Research Center. He was previously a faculty member at Texas A&M University and the University of California, Santa Barbara. Dr. Li is a fellow of the American Statistical Association and an elected senior member of the Institute of Electrical and Electronic Engineers. He is an associate editor for the EURASIP Journal on Advances in Signal Processing, the Journal of Statistical Theory and Practice, and Technometrics. He received a Ph.D. in applied mathematics from the University of Maryland.

Review:

"It masterfully integrates the most significant advances in the literature."
―Journal of the American Statistical Association

"... an excellent introduction and overview of the literature dealing with statistical inference on time-series involving sinusoids. It will be an indispensable reference that research workers and graduate students of allied fields will rely on in the future."
Mathematical Reviews, January 2015

"It is extremely thorough in its approach. Every term is carefully defined, and many proofs are given in elaborate detail. ... The range of problems and methods considered in the book is extensive."
Journal of Time Series Analysis, 2015

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Li, Ta-Hsin
Published by Chapman and Hall/CRC
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Quantity Available: 1
Seller:
Firehouse Liquidation
(Vancouver, WA, U.S.A.)
Rating
[?]

Book Description Chapman and Hall/CRC. Book Condition: New. Brand New! Ships next business day!. Bookseller Inventory # OFH-2990000492104

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 50.37
Convert Currency

Add to Basket

Shipping: US$ 3.25
Within U.S.A.
Destination, Rates & Speeds

2.

Li, Ta-Hsin
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Quantity Available: 1
Seller:
Bookshub
(Karol Bagh, India)
Rating
[?]

Book Description Book Condition: New. New. US edition. Perfect condition. Customer satisfaction our priority. Bookseller Inventory # ABE-FEB-101319

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.84
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

3.

Li, Ta-Hsin
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Quantity Available: 1
Seller:
EBOOKSTORE2010
(New Delhi, ND, India)
Rating
[?]

Book Description Book Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Bookseller Inventory # SHUB101319

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.89
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

4.

Li, Ta-Hsin
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Quantity Available: 1
Seller:
Basi6 International
(Irving, TX, U.S.A.)
Rating
[?]

Book Description Book Condition: Brand New. New, US edition. Excellent Customer Service. Bookseller Inventory # ABEUSA-101319

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 67.99
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

5.

Ta-Hsin Li
Published by Chapman and Hall/CRC (2002)
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Hardcover Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Chapman and Hall/CRC, 2002. Hardcover. Book Condition: New. 1. Bookseller Inventory # DADAX1584881763

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 69.00
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

6.

Li, Ta-Hsin
Published by Taylor Fransis
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Quantity Available: > 20
Seller:
INDOO
(Avenel, NJ, U.S.A.)
Rating
[?]

Book Description Taylor Fransis. Book Condition: New. Brand New. Bookseller Inventory # 1584881763

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 71.40
Convert Currency

Add to Basket

Shipping: US$ 3.50
Within U.S.A.
Destination, Rates & Speeds

7.

Ta-Hsin Li
Published by Taylor Francis Ltd, United States (2013)
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Hardcover Quantity Available: 1
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Taylor Francis Ltd, United States, 2013. Hardback. Book Condition: New. Language: English . Brand New Book. Time series with mixed spectra are characterized by hidden periodic components buried in random noise. Despite strong interest in the statistical and signal processing communities, no book offers a comprehensive and up-to-date treatment of the subject. Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the statistical analysis of time series with mixed spectra. It presents detailed theoretical and empirical analyses of important methods and algorithms. Using both simulated and real-world data to illustrate the analyses, the book discusses periodogram analysis, autoregression, maximum likelihood, and covariance analysis. It considers real- and complex-valued time series, with and without the Gaussian assumption. The author also includes the most recent results on the Laplace and quantile periodograms as extensions of the traditional periodogram. Complete in breadth and depth, this book explains how to perform the spectral analysis of time series data to detect and estimate the hidden periodicities represented by the sinusoidal functions. The book not only extends results from the existing literature but also contains original material, including the asymptotic theory for closely spaced frequencies and the proof of asymptotic normality of the nonlinear least-absolute-deviations frequency estimator. Bookseller Inventory # AA69781584881766

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 77.75
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Ta-Hsin Li
Published by Taylor Francis Ltd, United States (2013)
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Hardcover Quantity Available: 1
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Taylor Francis Ltd, United States, 2013. Hardback. Book Condition: New. Language: English . Brand New Book. Time series with mixed spectra are characterized by hidden periodic components buried in random noise. Despite strong interest in the statistical and signal processing communities, no book offers a comprehensive and up-to-date treatment of the subject. Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the statistical analysis of time series with mixed spectra. It presents detailed theoretical and empirical analyses of important methods and algorithms. Using both simulated and real-world data to illustrate the analyses, the book discusses periodogram analysis, autoregression, maximum likelihood, and covariance analysis. It considers real- and complex-valued time series, with and without the Gaussian assumption. The author also includes the most recent results on the Laplace and quantile periodograms as extensions of the traditional periodogram. Complete in breadth and depth, this book explains how to perform the spectral analysis of time series data to detect and estimate the hidden periodicities represented by the sinusoidal functions. The book not only extends results from the existing literature but also contains original material, including the asymptotic theory for closely spaced frequencies and the proof of asymptotic normality of the nonlinear least-absolute-deviations frequency estimator. Bookseller Inventory # AA69781584881766

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 78.69
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

Ta-Hsin Li
Published by Chapman and Hall/CRC (2002)
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Hardcover First Edition Quantity Available: 1
Seller:
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Chapman and Hall/CRC, 2002. Hardcover. Book Condition: New. book. Bookseller Inventory # M1584881763

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 78.82
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

10.

Li, Ta-Hsin
Published by Chapman and Hall/CRC (2013)
ISBN 10: 1584881763 ISBN 13: 9781584881766
New Quantity Available: 4
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Chapman and Hall/CRC, 2013. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # FT-9781584881766

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 67.39
Convert Currency

Add to Basket

Shipping: US$ 11.87
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book