Lecture Notes in Statistics

Conjugate Duality and the Exponential Fourier Spectrum

Authors: Britton, W.

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About this book

For some fields such as econometrics (Shore, 1980), oil prospecting (Claerbout, 1976), speech recognition (Levinson and Lieberman, 1981), satellite monitoring (Lavergnat et al., 1980), epilepsy diagnosis (Gersch and Tharp, 1977), and plasma physics (Bloomfield, 1976), there is a need to obtain an estimate of the spectral density (when it exists) in order to gain at least a crude understanding of the frequency content of time series data. An outstanding tutorial on the classical problem of spectral density estimation is given by Kay and Marple (1981). For an excellent collection of fundamental papers dealing with modern spec­ tral density estimation as well as an extensive bibliography on other fields of application, see Childers (1978). To devise a high-performance sample spectral density estimator, one must develop a rational basis for its construction, provide a feasible algorithm, and demonstrate its performance with respect to prescribed criteria. An algorithm is certainly feasible if it can be implemented on a computer, possesses computational efficiency (as measured by compu­ tational complexity analysis), and exhibits numerical stability. An estimator shows high performance if it is insensitive to violations of its underlying assumptions (i.e., robust), consistently shows excellent frequency resolutipn under realistic sample sizes and signal-to-noise power ratios, possesses a demonstrable numerical rate of convergence to the true population spectral density, and/or enjoys demonstrable asymp­ totic statistical properties such as consistency and efficiency.

Table of contents (13 chapters)

Table of contents (13 chapters)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-1-4612-5528-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $149.00
price for USA in USD
  • ISBN 978-0-387-90826-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Conjugate Duality and the Exponential Fourier Spectrum
Authors
Series Title
Lecture Notes in Statistics
Series Volume
18
Copyright
1983
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York Inc.
eBook ISBN
978-1-4612-5528-4
DOI
10.1007/978-1-4612-5528-4
Softcover ISBN
978-0-387-90826-7
Series ISSN
0930-0325
Edition Number
1
Number of Pages
VIII, 226
Topics