Time Series with Mixed Spectra Book PDF, ePub eBook

Join our eBook service for unlimited books & audiobooks. Get a free 7 day subscription! ↓↓↓↓↓


Book Descriptions:

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.

Time Series with Mixed Spectra by Ta-Hsin Li

From reader reviews:

Elizabeth Brock:

Inside other case, little folks like to read book Time Series with Mixed Spectra. You can choose the best book if you'd prefer reading a book. Given that we know about how is important any book Time Series with Mixed Spectra. You can add knowledge and of course you can around the world by way of a book. Absolutely right, since from book you can recognize everything! From your country until finally foreign or abroad you will end up known. About simple issue until wonderful thing you are able to know that. In this era, we can easily open a book or perhaps searching by internet unit. It is called e-book. You should use it when you feel uninterested to go to the library. Let's go through.

Joshua Orvis:

The experience that you get from Time Series with Mixed Spectra will be the more deep you excavating the information that hide within the words the more you get serious about reading it. It does not mean that this book is hard to recognise but Time Series with Mixed Spectra giving you excitement feeling of reading. The article writer conveys their point in a number of way that can be understood by anyone who read this because the author of this book is well-known enough. That book also makes your own personal vocabulary increase well. Therefore it is easy to understand then can go to you, both in printed or e-book style are available. We recommend you for having this particular Time Series with Mixed Spectra instantly.

Dedra Clark:

Do you one of the book lovers? If yes, do you ever feeling doubt if you find yourself in the book store? Try and pick one book that you find out the inside because don't evaluate book by its handle may doesn't work the following is difficult job because you are afraid that the inside maybe not because fantastic as in the outside look likes. Maybe you answer is usually Time Series with Mixed Spectra why because the wonderful cover that make you consider in regards to the content will not disappoint you actually. The inside or content is definitely fantastic as the outside or perhaps cover. Your reading 6th sense will directly guide you to pick up this book.

Glenn Stops:

Reading a guide make you to get more knowledge from it. You can take knowledge and information coming from a book. Book is prepared or printed or illustrated from each source in which filled update of news. With this modern era like right now, many ways to get information are available for anyone. From media social just like newspaper, magazines, science publication, encyclopedia, reference book, new and comic. You can add your understanding by that book. Are you hip to spend your spare time to open your book? Or just seeking the Time Series with Mixed Spectra when you required it?