NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS (Q3141190)
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English | NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS |
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NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS (English)
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2 February 1994
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efficacy
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asymptotic relative efficiency
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Burg's entropy
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Gaussian stationary process
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spectral density
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time series
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nonparametric spectral estimator
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asymptotic power
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contiguous alternatives
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testing for independence
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exponential spectral alternatives
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