On Detecting a Signal in N Stationarily Correlated Noise Series

DOI10.2307/1267164zbMath0226.62094OpenAlexW4251305033MaRDI QIDQ5633532

Robert H. Shumway

Publication date: 1971

Full work available at URL: https://doi.org/10.2307/1267164

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (6)

Analysis of variance for multivariate time series ⋮ Analysis of variance for high-dimensional time series ⋮ Canonical correlation analysis between time series and static outcomes, with application to the spectral analysis of heart rate variability ⋮ Spectral‐based non‐central F mixed effect models, with application to otoacoustic emissions ⋮ Smoothing spline ANOPOW ⋮ Bayesian Deconvolution of Signals Observed on Arrays

This page was built for publication: On Detecting a Signal in N Stationarily Correlated Noise Series