NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS (Q3141190)

From MaRDI portal
Revision as of 13:36, 31 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS
scientific article

    Statements

    NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS (English)
    0 references
    0 references
    0 references
    2 February 1994
    0 references
    efficacy
    0 references
    asymptotic relative efficiency
    0 references
    Burg's entropy
    0 references
    Gaussian stationary process
    0 references
    spectral density
    0 references
    time series
    0 references
    nonparametric spectral estimator
    0 references
    asymptotic power
    0 references
    contiguous alternatives
    0 references
    testing for independence
    0 references
    exponential spectral alternatives
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references