*Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the stati*

**Author**: Ta-Hsin Li

**Publisher:** CRC Press

**ISBN:** 9781420010060

**Category:** Mathematics

**Page:** 680

**View:** 917

*Filling this void, Time Series with Mixed Spectra focuses on the methods and theory for the stati*

**Author**: Ta-Hsin Li

**Publisher:** CRC Press

**ISBN:** 9781420010060

**Category:** Mathematics

**Page:** 680

**View:** 917

*For two or more time series with spectral density functions of the same structure ,
this result does not in general hold . 1 . 3 . Examples of Time Series with Mixed
Spectra . Before exploring their properties further , we shall first see how time ...*

**Author**: George Ronald Hext

**Publisher:**

**ISBN:** STANFORD:36105025628632

**Category:** Time-series analysis

**Page:** 450

**View:** 132

*... 17 p3370 N66-30259 Time series with mixed spectra signal power and noise
spectral density studies ( AROD - 2025-16 ) 17 p3371 N66-30664 Methods for
exact linear prediction of stationary time series by least squares method 20
p3946 ...*

**Author**:

**Publisher:**

**ISBN:** OSU:32435027927987

**Category:** Aeronautics

**Page:**

**View:** 170

*( 11 ] Priestley , M. B. ( 1981 ) , Spectral Analysis and Time Series , Vols . ... *

analysis of Seiche record , J. Marine Research , 13 , 76100 . a of 19 ] Priestley ,

M. B. ( 1962a ) , The analysis stationary processes with mixed spectra - I , J.R.

Statist .

**Author**:

**Publisher:**

**ISBN:** UCSD:31822003785268

**Category:** Signal processing

**Page:** 254

**View:** 580

*In fact , this serves as a useful theoretical criterion for distinguishing between time
series with continuous and discrete or mixed spectra . However , it is possible
that | C ( 7 ) | goes to zero so slowly that the usual inversion methods fail . This is
...*

**Author**: Lambert Herman Koopmans

**Publisher:**

**ISBN:** UOM:39015013038479

**Category:** Mathematics

**Page:** 366

**View:** 487

*The Spectral Analysis of Economic Time Series , " Bureau of the Census Working *

Paper No. ... Estimation of Parameters in Time Series Regression Models , " J.

Roy . Stat . ... The Analysis of Stationary Processes with Mixed Spectra I " , J. Roy

.

**Author**: United States. Bureau of the Census

**Publisher:**

**ISBN:** STANFORD:36105009879441

**Category:**

**Page:**

**View:** 657

*9.7.1 Two - dimensional Mixed Spectra In Chapter 8 we referred briefly to the
multidimensional version of the mixed spectra problem , and pointed out that the
types of discontinuities which could arise were more complicated than in the one
...*

**Author**: Maurice Bertram Priestley

**Publisher:**

**ISBN:** MINN:31951000028016A

**Category:** Mathematics

**Page:** 890

**View:** 371

*... periodogram of a time series. An asymptotic analysis reveals a connection
between the Laplace periodogram and the zero-crossing spectrum. ... We also
discuss its usefulness for time series of mixed spectra. Finally, we provide a real-
data ...*

**Author**:

**Publisher:**

**ISBN:** STANFORD:36105131553427

**Category:** Statistics

**Page:**

**View:** 641

*Koopmans L.H., 1974, The Spectral Analysis of Time Series (Academic Press, *

London). Koževnikova I.A. ... Priestley M.B., 1962, The analysis of stationary

processes with mixed spectra, J. Royal Statistical Society B24 511–529. Rabiner

L.R. ...

**Author**: I. G. Žurbenko

**Publisher:** North Holland

**ISBN:** UCSD:31822002388981

**Category:** Mathematics

**Page:** 247

**View:** 537

**spectra**, we must distinguish two general cases: the observed **time series** are

jointly covariance stationary with absolutely continuous **spectrum** and have: (1)

zero means, (2) possibly nonzero means. We call the second case the **mixed** ...

**Author**: Jerzy Neyman

**Publisher:**

**ISBN:** UCSD:31822023355365

**Category:** Mathematical statistics

**Page:**

**View:** 162

*A new approach to time series with mixed spectra . ” Unpublished Ph . D .
dissertation , Stanford Univ . Hicks , J . R . ( 1939 ) . Value and Capital , 1st ed .
London and New York : Oxford Univ . Press . Holt , C . C . , Modigliani , F . , Muth ,
J . F .*

**Author**: Marc Nerlove

**Publisher:**

**ISBN:** MINN:31951000984437F

**Category:** Economics

**Page:** 468

**View:** 511

*FOR DISCRIMINATION BETWEEN DISCRETE , CONTINUOUS AND MIXED
SPECTRA OF A STATIONARY TIME SERIES J. Medhi and T. Subba Rao1
Gauhati University SUMMARY The applicability of the sequential and non -
sequential test ...*

**Author**: Indian Statistical Association

**Publisher:**

**ISBN:** CHI:11727494

**Category:** Mathematical statistics

**Page:**

**View:** 664

*CROSS SPECTRAL DISTRIBUTION THEORY FOR MIXED SPECTRA AND *

ESTIMATION OF PREDICTION FILTER ... Secondly , an approximate distribution

theory of the sample coefficient of coherence , when the time series have

sinusoidal ...

**Author**: Grace Wahba

**Publisher:**

**ISBN:** STANFORD:36105025630125

**Category:** Distribution (Probability theory)

**Page:** 204

**View:** 838

*Box , G . E . P . , and Jenkins , G . M . Time Series Analysis , Forecasting and
Control . ... The Typical Spectral Shape of an Economic Variable , ” Econometrica
, Vol . ... Hext , George R . " A New Approach to *

**Author**: Board of Governors of the Federal Reserve System (U.S.)

**Publisher:**

**ISBN:** STANFORD:36105005318295

**Category:** Econometrics

**Page:** 397

**View:** 771

*Minimum distance approach in parametric estimation 103-18 Mixed spectra
grouped periodogram test 85-6 Hannan's test 83-4 P ( 2 ) test 81-3 relationship
between Hannan's estimate and P ( 2 ) 84-5 Whittle's test 79–81 Modelling of
data ...*

**Author**: T. Subba Rao

**Publisher:** Chapman and Hall/CRC

**ISBN:** UCSC:32106013622391

**Category:** Mathematics

**Page:** 465

**View:** 885

*There are , however , times when it is important to distinguish between this
concept of a mixed spectrum and the ... The detection of discrete mass , or a
close approximation thereof , in the cross - spectrum of two time series is a signal
to search ...*

**Author**: R. P. Gupta

**Publisher:** Amsterdam : North-Holland

**ISBN:** UOM:39015015728606

**Category:** Analyse multivariée - Congrès

**Page:** 289

**View:** 170

*It seeks to compare : ( 1 ) Spectral approaches to finding relations among time *

series , ( 2 ) Time domain or innovation ... of efficient estimation of the parameters

of moving average and mixed scheme models for time series ; ( 2 ) to compare ...

**Author**: Markus Båth

**Publisher:**

**ISBN:** UOM:39015050444218

**Category:** Geophysics

**Page:** 530

**View:** 803