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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| Autore: |
Dzhaparidze, Kacha
|
| Titolo: |
Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series / K. Dzhaparidze ; Transl. from the Russian by Samuel Kotz
|
| Pubblicazione: | New York, : Springer-Verlag, 1986 |
| Titolo uniforme: | Asimptoticeski effektivnoe ocenivanie parametrov spektra gaussovskogo vremennogo rjada |
| Descrizione fisica: | vi, 324 p. : ill. ; 24 cm |
| Soggetto topico: | 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] | |
| Soggetto non controllato: | Analysis |
| Best fit | |
| Estimator | |
| Gaussian distribution | |
| Likelihood | |
| Series | |
| Time | |
| Time series | |
| Persona (resp. second.): | Kotz, Samuel |
| Titolo autorizzato: | Asimptoticeski effektivnoe ocenivanie parametrov spektra gaussovskogo vremennogo rjada |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0268883 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | https://doi.org/10.1007/978-1-4612-4842-2 |
| Opac: | Controlla la disponibilità qui |
Serie:
Springer series in statistics Berlin [etc.] . -Springer