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

Language: English

Published by Springer, Copernicus Sep 2011, 2011

1461293251 / 9781461293255

Series: Book 9 of 160 - Springer Series in Statistics

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This item is printed on demand - Print on Demand Titel. Neuware -. . ) (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 = 1Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 332 pp. Englisch.

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Title
Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
Author
K. Dzhaparidze
Publisher
Springer, Copernicus Sep 2011
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1461293251
ISBN 13
9781461293255
Item weight
505 grams
Dimensions
235x155x19 mm
Series
Book 9 of 160: Springer Series in Statistics

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