NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS (Q3141190)

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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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