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Parameter Estimation Hypothesis Testing by Dzhaparidze (21 results)
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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series (Springer Series in Statistics) Dzhaparidze, K. and Kotz, Samuel
Seller: Hay-on-Wye Booksellers, Hay-on-Wye, HEREF, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. extremities to the book with foxing to the outer edge with a inscription to the intro page but does not affect the content.
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:0387961410.
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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series (Springer Series in Statistics)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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£ 53.66
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Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - . . ) (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.
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£ 19.14
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Add to basketHardcover. Condition: Fine. Springer-Verlag hardcover, 1986, unused/unmarked, only the slightest wear (like New). We will bubble-wrap the book and ship it in a BOX with delivery confirmation/tracking.
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£ 67.99
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Paperback. Condition: Brand New. reprint edition. 324 pages. 9.25x6.10x0.79 inches. In Stock.
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£ 35.85
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Add to basketCondition: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting.
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Paperback. Condition: Like New. Like New. book.
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Hardcover. Very Good Dust Jacket may be missing.CDs may be missing. book.
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£ 103.84
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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
Published by Springer-Verlag New York Inc., 2011
ISBN 10: 1461293251 ISBN 13: 9781461293255
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
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Add to basketPaperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 500.
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£ 43.28
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Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. . . ) (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, fo.
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Condition: New. Print on Demand pp. 334 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
Published by Springer New York, Springer New York Sep 2011, 2011
ISBN 10: 1461293251 ISBN 13: 9781461293255
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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£ 47.86
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Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -. . ) (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 = 1Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
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£ 74.73
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Add to basketCondition: New. PRINT ON DEMAND pp. 334.
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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series
Published by Springer New York Sep 2011, 2011
ISBN 10: 1461293251 ISBN 13: 9781461293255
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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£ 100.53
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Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -. . ) (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 = 1 332 pp. Englisch.
