Download E-books Time Series with Mixed Spectra PDF

By Ta-Hsin Li

Time sequence with combined spectra are characterised through hidden periodic elements buried in random noise. regardless of robust curiosity within the statistical and sign processing groups, no ebook bargains a complete and up to date remedy of the topic. Filling this void, Time sequence with combined Spectra specializes in the tools and idea for the statistical research of time sequence with combined spectra. It provides certain theoretical and empirical analyses of vital equipment and algorithms.

Using either simulated and real-world info to demonstrate the analyses, the publication discusses periodogram research, autoregression, greatest chance, and covariance research. It considers genuine- and complex-valued time sequence, with and with out the Gaussian assumption. the writer additionally comprises the newest effects at the Laplace and quantile periodograms as extensions of the normal periodogram.

Complete in breadth and intensity, this e-book explains the right way to practice the spectral research of time sequence info to realize and estimate the hidden periodicities represented by means of the sinusoidal capabilities. The ebook not just extends effects from the prevailing literature but in addition includes unique fabric, together with the asymptotic conception for heavily spaced frequencies and the facts of asymptotic normality of the nonlinear least-absolute-deviations frequency estimator.

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