scientific article

zbMath0413.62071MaRDI QIDQ3048112

M. M. Rao

Publication date: 1978

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationslikelihood ratioscovariance analysisweak law of large numberstestsnonstationary time seriesasymptotic stationarityGaussian time seriesalmost harmonizable classcorrelation characteristic

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

A consistent nonparametric test of ergodicity for time series with applications ⋮ Covariance analysis and associated spectra for classes of nonstationary processes ⋮ The life and work of M. M. Rao

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