Time Series with Mixed Spectra by Ta-Hsin Li - Bookswagon
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Time Series with Mixed Spectra

Time Series with Mixed Spectra


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International Edition


About the Book

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 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.


About the Author:

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.


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Product Details
  • ISBN-13: 9781584881766
  • Publisher: CRC Press
  • Publisher Imprint: Crc Press
  • Depth: 38
  • Language: English
  • Returnable: N
  • Spine Width: 36 mm
  • Weight: 1173 gr
  • ISBN-10: 1584881763
  • Publisher Date: 18 Jul 2013
  • Binding: Hardback
  • Height: 236 mm
  • No of Pages: 680
  • Series Title: English
  • Sub Title: Theory and Methods
  • Width: 155 mm


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