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Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series by K. Dzhaparidze

Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series

Springer Statistics

K. Dzhaparidze with Samuel Kotz (Translator)

324 pages missing pub info (editions)

nonfiction mathematics medium-paced
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. . ) (under the assumption that the spectral density exists). For this reason, a vast amount of periodical and monographic literature is devoted to the nonparametric statistical problem of estimating the function tJ( T) and especially that of leA...

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