{"product_id":"parameter-estimation-and-hypothesis-testing-in-spectral-analysis-of-stationary-time-series-von-k-dzhaparidze","title":"Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series","description":". . ) (under the assumption that the spectral density exists). For this reason, a vast amount of periodical and monographic literature is devoted 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 values of the variables Xl' . . . , X , usually depends in n a complicated manner on the cyclic frequency). . This fact often presents difficulties in applying the obtained estimate t;; of the function I to the solution of specific problems rela ted to the process X . Theref ore, in practice, the t obtained values of the estimator t;; (or an estimator of the covariance function tJ~( T» are almost always \"smoothed,\" i. e. , are approximated by values of a certain sufficiently simple function 1 = 1\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9781461293255\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9781461293255","offer_id":39415141761117,"sku":"9781461293255","price":53.49,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/d68d1a7e-a991-4ce2-9fb8-f0e6619adeb8.jpg?v=1772082157","url":"https:\/\/shop.autorenwelt.de\/products\/parameter-estimation-and-hypothesis-testing-in-spectral-analysis-of-stationary-time-series-von-k-dzhaparidze","provider":"Autorenwelt Shop","version":"1.0","type":"link"}