عنوان

Time series with mixed spectra

شابک

1299704018

شابک

1420010069

شابک

9781299704015

شابک

9781420010060

شماره

b568648

عنوان اصلي

Time series with mixed spectra

نام عام مواد

[Book]

نام نخستين پديدآور

Ta-Hsin Li.

محل نشرو پخش و غیره

Boca Raton, FL

نام ناشر، پخش کننده و غيره

CRC Press

تاریخ نشرو بخش و غیره

©2014.

نام خاص و کميت اثر

(x, 670 pages) : illustrations

متن يادداشت

Introduction --; Basic concepts --; Cramér-Rao lower bound --; Autocovariance function --; Linear regression analysis --; Fourier analysis approach --; Estimation of noise spectrum --; Maximum likelihood approach --; Autoregressive approach --; Covariance analysis approach --; Further Topics.

متن يادداشت

Time series with mixed spectra are characterized by hidden periodic components buried in random noise. Despite strong interest in the statistical and signal processing communities, no book offers a comprehensive and up-to-date treatment of the subject. Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the statistical analysis of time series with mixed spectra. It presents detailed theoretical and empirical analyses of important methods and algorithms. Using both simulated and real-world data to illustrate the analyses, the book discusses periodogram analysis, autoregression, maximum likelihood, and covariance analysis. It considers real- and complex-valued time series, with and without the Gaussian assumption. The author also includes the most recent results on the Laplace and quantile periodograms as extensions of the traditional periodogram. Complete in breadth and depth, this book explains how to perform the spectral analysis of time series data to detect and estimate the hidden periodicities represented by the sinusoidal functions. The book not only extends results from the existing literature but also contains original material, including the asymptotic theory for closely spaced frequencies and the proof of asymptotic normality of the nonlinear least-absolute-deviations frequency estimator.--Publisher's website.

موضوع مستند نشده

MATHEMATICS -- Applied.

موضوع مستند نشده

Spectrum analysis.

موضوع مستند نشده

Time-series analysis.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Ta-Hsin Li.

مستند نام اشخاص تاييد نشده

Ta-Hsin Li

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y