Parameter estimation and hypothesis testing in spectral analysis of stationary time series

Lignende værker

• Introduction to bispectral analysis and bilinear time series models /
  af: Subba Rao, T.
  Udgivet: (1984)
• Time series analysis: non stationary and noninvertible distribution theory/
  af: Tanaka, Katsuto
  Udgivet: (2017)
• The Spectral Analysis of Time Series
  af: Koopmans, L, H, (Koopmans, L, H)
  Udgivet: (1974)
• Recursive estimation and time-series analysis: an introduction for the student and practitioner/2nd ed.
  af: Young, Peter C.
  Udgivet: (2011)
• Time series analysis /
  af: Madsen, Henrik
  Udgivet: (2008)