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):

• Cryer,Jonathan D.

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

Descriptors:

• (*STATISTICAL TESTS
• *STOCHASTIC PROCESSES)
• STATISTICAL FUNCTIONS
• SAMPLING

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE