株式会社極東書店トップ ＞ 商品一覧 ＞ Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series. Softcover reprint of the original 1st ed. 1986.
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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series. Softcover reprint of the original 1st ed. 1986.
・ISBN 978-1-4612-9325-5 paper EUR 49.99
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| 著者・編者 | Dzhaparidze, K., |
|---|---|
| シリーズ | Springer Series in Statistics |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2011 |
| ページ数 | 324 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-23623＞ |
解説
. . ) (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 = 1