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