Time Series with Mixed Spectra: Theory and Methods - download pdf or read online

By Ta-Hsin Li

ISBN-10: 1584881763

ISBN-13: 9781584881766

Time sequence with combined spectra are characterised by way of hidden periodic elements buried in random noise. regardless of robust curiosity within the statistical and sign processing groups, no booklet bargains a accomplished and up to date remedy of the topic. Filling this void, Time sequence with combined Spectra makes a speciality of the equipment and idea for the statistical research of time sequence with combined spectra. It offers special theoretical and empirical analyses of vital tools and algorithms.

Using either simulated and real-world information to demonstrate the analyses, the publication discusses periodogram research, autoregression, greatest probability, and covariance research. It considers actual- and complex-valued time sequence, with and with no the Gaussian assumption. the writer additionally contains the newest effects at the Laplace and quantile periodograms as extensions of the conventional periodogram.

Complete in breadth and intensity, this e-book explains how you can practice the spectral research of time sequence info to notice and estimate the hidden periodicities represented through the sinusoidal features. The booklet not just extends effects from the prevailing literature but in addition comprises unique fabric, together with the asymptotic concept for heavily spaced frequencies and the evidence of asymptotic normality of the nonlinear least-absolute-deviations frequency estimator.

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Time Series with Mixed Spectra: Theory and Methods by Ta-Hsin Li

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