Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series / K. Dzhaparidze ; Transl. from the Russian by Samuel Kotz
| Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series / K. Dzhaparidze ; Transl. from the Russian by Samuel Kotz |
| Autore | Dzhaparidze, Kacha |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1986 |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0268883 |
Dzhaparidze, Kacha
|
||
| New York, : Springer-Verlag, 1986 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series / K. Dzhaparidze ; Transl. from the Russian by Samuel Kotz
| Parameter Estimation and Hypothesis Testing in Spectral Analysis of Stationary Time Series / K. Dzhaparidze ; Transl. from the Russian by Samuel Kotz |
| Autore | Dzhaparidze, Kacha |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1986 |
| Descrizione fisica | vi, 324 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62F05 - Asymptotic properties of parametric tests [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] |
| Soggetto non controllato |
Analysis
Best fits Estimator Gaussian distribution Likelihood Series Time Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00268883 |
Dzhaparidze, Kacha
|
||
| New York, : Springer-Verlag, 1986 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||