scientific article; zbMATH DE number 706369
From MaRDI portal
Publication:4317918
zbMath0806.62067MaRDI QIDQ4317918
T. W. Anderson, Michael A. Stephens
Publication date: 16 February 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fourier coefficientsFredholm determinantsautoregressive processesstationary processesAR(1) processesmoving average processesMA(1) processesquadratic forms in normal variablesquadratic integralgiven covariance functioncontinuous time Gaussian stochastic processCramér-Von Mises criterionMahalanobis distance squared
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Eigenvalue problems for integral equations (45C05)
Related Items (3)
The continuous and discrete Brownian bridges: Representations and applications ⋮ A family of matrices, the discretized Brownian bridge, and distance-based regression ⋮ An omnibus test for the time series model AR(1).
This page was built for publication:
