This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:0387961410.

Bestandsnummer des Verk�ufers 5759660

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Bibliografische Details

Titel

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

Verlag

Springer

Ver�ffentlichungsdatum

1986

Sprache

Englisch

ISBN-10

0387961410

ISBN-13

9780387961415

Bindung

Hardcover

Zustand

Good

Verk�uferkataloge

Mathematics

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Inhaltsangabe

. . ) (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

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