Titlebook: Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series; K. Dzhaparidze Book 1986 Springer-Verlag New Y

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Goodness-of-Fit Tests for Testing the Hypothesis About the Spectrum of Linear Processes,ered. Unlike in the preceding chapter more general assumptions on the nature of the process . are imposed. Namely, it is assumed that the coefficients .,., … and the sequence of identically distributed random variables ε., . = …,-1,0,1, …, satisfy the following conditions which are more stringent th

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K. Dzhaparidzeesung erleiden, durch dieses Buch wird dieser Schock deutlic.Dieses Buch dient als Brücke zwischen Schul- und Hochschulmathematik. Zum einen hilft es Schülerinnen und Schülern sowie Studienanf?ngern, grundlegende Rechenfertigkeiten zu erwerben, die man bei jedem naturwissenschaftlich-technischen Stu

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0172-7397 voted to the nonparametric statistical problem of estimating the function tJ( T) and especially that of leA) (see, for example, the books [4,21,22,26,56,77,137,139,140,]). However, the empirical value t;; of the spectral density I obtained by applying a certain statistical procedure to the observed

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,Simplified Estimators Possessing “Nice” Asymptotic Properties,section 4.1 of the preceding Chapter it was shown that for this problem the asymptotic m.l. estimators ., …, . are roots of a simple system of linear equations (II.4.6) with respect to the variables ?. …, ?. and that the estimator . of the parameter σ. is given by a relatively simple formula (II.4.7).