A test of fit for the spectral density function of a stochastic process

DOI10.1007/BF01319054zbMath0096.34402OpenAlexW2065367854MaRDI QIDQ773258

S. K. Zaremba

Publication date: 1960

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/177089

zbMATH Keywords

statistics

Cites Work

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• On some moments and distributions occurring in the theory of linear stochastic processes. I
• A GOODNESS OF FIT TEST FOR SPECTRAL DISTRIBUTION FUNCTIONS OF STATIONARY TIME SERIES WITH NORMAL RESIDUALS
• Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes