THE DISTRIBUTION OF PERIODOGRAM ORDINATES (Q3965459): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1980.tb00301.x / rank
 
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Latest revision as of 17:30, 13 June 2024

scientific article
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THE DISTRIBUTION OF PERIODOGRAM ORDINATES
scientific article

    Statements

    THE DISTRIBUTION OF PERIODOGRAM ORDINATES (English)
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    1980
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    distribution of periodogram
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    stationary time series
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    estimate of prediction error variance
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    complex empirical distribution
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    Fourier coefficients
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    spectrum
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    asymptotic expansion
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    characteristic function
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