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Record Nr. |
UNICAMPANIAVAN0268883 |
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Autore |
Dzhaparidze, Kacha |
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Titolo |
Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series / K. Dzhaparidze ; Transl. from the Russian by Samuel Kotz |
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Pubbl/distr/stampa |
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New York, : Springer-Verlag, 1986 |
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Titolo uniforme |
Asimptoticeski effektivnoe ocenivanie parametrov spektra gaussovskogo vremennogo rjada |
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Descrizione fisica |
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vi, 324 p. : ill. ; 24 cm |
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Soggetti |
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62-XX - Statistics [MSC 2020] |
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] |
62F12 - Asymptotic properties of parametric estimators [MSC 2020] |
62F05 - Asymptotic properties of parametric tests [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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