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Parameter estimation and hypothesis testing in spectral analysis of stationary time series

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  • "Asimptoticheski effektivnoe otsenivanie parametrov spektra gaussovskogo vremennogo rîada"
  • "Asimptoticheski effektivnoe otsenivanie parametrov spektragaussovskogo vremennogo riada. English"@en
  • "Asimptotičeskie èffektivnoe ocenivanie parametrov spektra gaussovskogo vremennogo râda"

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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 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{raquo} are almost always "smoothed," i. e. , are approximated by values of a certain sufficiently simple function 1 = 1"

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  • "Electronic books"

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  • "Parameter Estimation and Hypothesis Testing in : Spectral Analysis of Stationary Time Series"
  • "Parameter estimation and hypothesis testing in spectral analysis of stationary series"
  • "Parameter estimation and hypothesis testing in spectral analysis of stationary time series"@en
  • "Parameter estimation and hypothesis testing in spectral analysis of stationary time series"
  • "Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series"
  • "Parameter estimation and hypothesis testing in spectral analysis of stationary time series = Asimptoticheski effektivnoe otsenivanie parametrov spektragaussovskogo vremennogo riada. English"@en

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