Parameter estimation and hypothesis testing in spectral analysis of stationary time series
K. Dzhaparidze ; translated by Samuel Kotz
- New York Springer-Verlag c1986
- vi, 324 p 25 cm
- Springer series in statistics .
Translation of: Asimptoticheski çeffektivnoe oëtìsenivanie parametrov spektra gaussovskogo vremennogo rëiìada Cuprinde bibliografie si index
0387961410
85022207
Time-series analysis Spectral theory (Mathematics) Parameter estimation Statistical hypothesis testing