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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
Language: en
Pages: 334
Authors: K. Dzhaparidze
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Type: BOOK - Published: 1986 - Publisher:

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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
Language: en
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Authors: K. Dzhaparidze
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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. . ) (under the assumption that the spectral density exists). For this reason, a vast amount of periodical and monographic literature is devoted to the nonpara
Spectral Analysis
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Authors: Francis Castanié
Categories: Technology & Engineering
Type: BOOK - Published: 2013-03-01 - Publisher: John Wiley & Sons

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This book deals with these parametric methods, first discussing those based on time series models, Capon’s method and its variants, and then estimators based
Time Series Analysis: Methods and Applications
Language: en
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Type: BOOK - Published: 2012-05-18 - Publisher: Elsevier

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The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so ma
Digital Spectral Analysis
Language: en
Pages: 297
Authors: Francis Castanié
Categories: Mathematics
Type: BOOK - Published: 2013-02-04 - Publisher: John Wiley & Sons

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Digital Spectral Analysis provides a single source that offers complete coverage of the spectral analysis domain. This self-contained work includes details on a