THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES (Q4319839)
From MaRDI portal
scientific article; zbMATH DE number 711379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES |
scientific article; zbMATH DE number 711379 |
Statements
THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES (English)
0 references
1 March 1995
0 references
ARMA(p,q)
0 references
Plackett's reduction formula
0 references
accuracy
0 references
geometrically strong mixing
0 references
number of peaks
0 references
stationary Gaussian autoregressive moving- average (ARMA) process
0 references
asymptotic normality
0 references
AR(4)
0 references
MA(1)
0 references
closed-form calculation of orthant probabilities
0 references
zero mean quadrivariate normal
0 references
power
0 references
stationary alternatives
0 references
0 references
