Parameter estimation and hypothesis testing in spectral analysis of stationary time series
By: K. Dzhaparidze ; translated by Samuel Kotz.
Series: Springer series in statistics
Publisher: Springer-Verlag
Published: 1986
Place of publication: New York
Language: eng; ger; rus
Number of pages: 324
Subjects: Time-series analysis.; Spectral theory (Mathematics); Parameter estimation.; Statistical hypothesis testing.
Notes: Bibliography: p. [306]-320.
Translation of: Asimptoticheski ėffektivnoe ot͡s︡enivanie parametrov spektra gaussovskogo vremennogo ri͡a︡da.
Includes index.