LARGE SAMPLE TESTS FOR SPECTRAL DENSITIES.

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)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1966
Accession Number
AD0641229

Entities

People

  • Jonathan D. Cryer

Organizations

  • RTI International

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Stationary
  • Stationary Processes
  • Statistical Analysis
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics