On the Asymptotic Optimality of Spectral Analysis for Testing Hypotheses About Time Series

DOI10.1214/aoms/1177693247zbMath0224.62042OpenAlexW2067921296MaRDI QIDQ5630508

Walter S. jun. Liggett

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693247

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (6)

Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach ⋮ DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES ⋮ Discriminant analysis based on binary time series ⋮ Empirical likelihood approach toward discriminant analysis for dynamics of stable processes ⋮ Statistical Properties of Model-Based Signal Extraction Diagnostic Tests ⋮ Discrimination Measures for Fractional Integrated Models Based on Wavelets

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