American Journal of Modeling and Optimization
ISSN (Print): 2333-1143 ISSN (Online): 2333-1267 Website: http://www.sciepub.com/journal/ajmo Editor-in-chief: Dr Anil Kumar Gupta
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American Journal of Modeling and Optimization. 2015, 3(2), 50-55
DOI: 10.12691/ajmo-3-2-3
Open AccessArticle

Truncation Point Determination for Small Series Sizes

Salah H Abid1, and Ahmed S Ahmed1

1Mathematics Department, Education College, Al-Mustansirya University, Baghdad, Iraq

Pub. Date: August 12, 2015

Cite this paper:
Salah H Abid and Ahmed S Ahmed. Truncation Point Determination for Small Series Sizes. American Journal of Modeling and Optimization. 2015; 3(2):50-55. doi: 10.12691/ajmo-3-2-3

Abstract

The problem of finding consistent estimator of spectral density function represents one of the important scientific subject in spectrum theory. There is a problem inside the above problem, which is the determination of the truncation point of the stochastic process (or equivalently, the spectral bandwidth determination). In this paper we proposed another procedure for small series sizes, since the problem is solved by Abid's method for moderate and large series sizes. We will support our results by two empirical experiments, the first one for truncation point determination of Poisson process, while the second experiments for empirical data generated from AR(2) Process.

Keywords:
spectral density function Truncation Point Determination Bandwidth Abid's method cross validation procedure Poisson process AR(2) process Wilcoxon matched-pairs signed-rank test

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