Download Time Series with Mixed Spectra: Theory and Methods by Ta-Hsin Li PDF

By Ta-Hsin Li

Time sequence with combined spectra are characterised via hidden periodic elements buried in random noise. regardless of powerful curiosity within the statistical and sign processing groups, no ebook bargains a finished and updated remedy of the topic. Filling this void, Time sequence with combined Spectra makes a speciality of the tools and conception for the statistical research of time sequence with combined spectra. It provides precise theoretical and empirical analyses of vital tools and algorithms.

Using either simulated and real-world information to demonstrate the analyses, the e-book discusses periodogram research, autoregression, greatest chance, and covariance research. It considers actual- 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 information to notice and estimate the hidden periodicities represented through the sinusoidal services. The e-book not just extends effects from the prevailing literature but additionally includes unique fabric, together with the asymptotic conception for heavily spaced frequencies and the evidence of asymptotic normality of the nonlinear least-absolute-deviations frequency estimator.

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