Ta-Hsin Li

Time Series with Mixed Spectra (eBook, ePUB)

• Format: ePub

Produktbeschreibung

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 stati

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 680
• Erscheinungstermin: 19. April 2016
• Englisch
• ISBN-13: 9781040218662
• Artikelnr.: 73756409

Autorenporträt

Ta-Hsin Li is a research statistician at the IBM Watson Research Center. He was previously a faculty member at Texas A&M University and the University of California, Santa Barbara. Dr. Li is a fellow of the American Statistical Association and an elected senior member of the Institute of Electrical and Electronic Engineers. He is an associate editor for the EURASIP Journal on Advances in Signal Processing, the Journal of Statistical Theory and Practice, and Technometrics. He received a Ph.D. in applied mathematics from the University of Maryland.

Inhaltsangabe

Introduction. Basic Concepts. Cramér-Rao Lower Bound. Autocovariance
Function. Linear Regression Analysis. Fourier Analysis Approach. Estimation
of Noise Spectrum. Maximum Likelihood Approach. Autoregressive Approach.
Covariance Analysis Approach. Further Topics. Appendix. Bibliography.