Wheelers Books
Time Series with Mixed Spectra

Time Series with Mixed Spectra (Paperback)

By Li, Ta-Hsin

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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 Ser...ies 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.
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ISBN 9781138374959
Released AU 28 Sep 2018
Publisher Taylor & Francis Ltd
Format Paperback
Alternate Format(s) View All (2 other possible title(s) available)
In stock at publisher; ships 6-12 working days

Full details for this title

ISBN-13 9781138374959
Stock Available
Status In stock at publisher; ships 6-12 working days
Publisher Taylor & Francis Ltd
Imprint CRC Press
Released 28 Sep 2018
Publication Country United Kingdom United Kingdom
Format Paperback
Author(s) By Li, Ta-Hsin
Category Sound, Vibration & Waves (Acoustics)
Technology: General Issues
Dynamics & Vibration Of Materials
Electrical Engineering
Electronics Engineering
Communications Engineering / Telecommunications
Personal Computers
Number of Pages 680
Dimensions Width: 159mm
Height: 235mm
Dewey Code 519.54
Weight 1,256g
Interest Age General Audience
Reading Age General Audience
Library of Congress Time-series analysis, Spectrum analysis
NBS Text Physics
ONIX Text General/trade;College/higher education;Professional and scholarly