Accession Number:

AD0641229

Title:

LARGE SAMPLE TESTS FOR SPECTRAL DENSITIES.

Descriptive Note:

Technical rept.,

Corporate Author:

RESEARCH TRIANGLE INST DURHAM N C

Personal Author(s):

Report Date:

1966-09-01

Pagination or Media Count:

9.0

Abstract:

A family of statistics is proposed for the problem of testing the hypothesis that the sample X sub t, 0 t T, is from a stationary stochastic process with a given covariance function or spectral density. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE