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A test of homogeneity for autoregressive processes

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Publication:4545946
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DOI10.1002/acs.697zbMath0992.62088OpenAlexW2088566827MaRDI QIDQ4545946

Karim Drouiche, Rafael Martínez Pedro Gómez

Publication date: 18 August 2002

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.697

zbMATH Keywords

randomnessproportionalityspeech detection


Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Applications of statistics (62P99) Non-Markovian processes: hypothesis testing (62M07)


Related Items

Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities



Cites Work

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  • Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
  • Time series: theory and methods.
  • Maximum-power validation of models without higher-order fitting
  • Nonparametric approach for non-Gaussian vector stationary processes
  • Linear Prediction of Speech
  • On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
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