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

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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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