scientific article; zbMATH DE number 926562

MaRDI QIDQ4891958zbMATH OpenFDO

Authors Masao Kondo, Masanobu Taniguchi

Publication date 10 March 1997

zbMATH Keywords

asymptotic powerasymptotic relative efficiencyBurg's entropyefficacyexponential spectral modelGaussian stationary processesinterpolation errornonparametric contiguous alternativesnonparametric spectral estimatorsspectral densitiesspectral densityspectral momenttime seriestwo sample problem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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