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Abid, S, (1991) “Some Aspects Of Spectral Analysis For The Stochastic Process With Practical Applications”, Unpublished Msc Thesis, University Of Baghdad.

has been cited by the following article:

Article

Truncation Point Determination for Small Series Sizes

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


American Journal of Modeling and Optimization. 2015, Vol. 3 No. 2, 50-55
DOI: 10.12691/ajmo-3-2-3
Copyright © 2015 Science and Education Publishing

Cite this paper:
Salah H Abid, 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.

Correspondence to: Salah  H Abid, Mathematics Department, Education College, Al-Mustansirya University, Baghdad, Iraq. Email: abidsalah@gmail.com

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.

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