Download E-books Time Series with Mixed Spectra PDF

By Ta-Hsin Li

Time sequence with combined spectra are characterised by way of hidden periodic elements buried in random noise. regardless of powerful curiosity within the statistical and sign processing groups, no e-book bargains a entire and updated therapy 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 unique theoretical and empirical analyses of significant tools and algorithms.

Using either simulated and real-world facts to demonstrate the analyses, the ebook 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 contains the latest effects at the Laplace and quantile periodograms as extensions of the normal periodogram.

Complete in breadth and intensity, this ebook explains how one can practice the spectral research of time sequence info to become aware of and estimate the hidden periodicities represented via the sinusoidal features. The publication not just extends effects from the present literature but additionally 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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