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Parameter estimation and hypothesis testing in spectral analysis of stationary time series /

Bibliographic Details
Main Author: Dzhaparidze, K. O.
Format: Book
Language:English
German
Russian
Published: New York : Springer-Verlag, [1986]
Series:Springer series in statistics.
Subjects:
Time-series analysis.
Spectral theory (Mathematics)
Parameter estimation.
Statistical hypothesis testing.
Description
Item Description:Translation of: Asimptoticheski effektivnoe otsenivanie parametrov spektra gaussovskogo vremennogo riada.
Includes index.
Physical Description:vi, 324 pages ; 25 cm.
Bibliography:Bibliography: pages [306]-320.
ISBN:0387961410 :