๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Hypothesis-Testing in Time Series Analysis.by Peter Whittle

โœ Scribed by Review by: F. N. David

Book ID
124278959
Publisher
Oxford University Press
Year
1952
Tongue
English
Weight
325 KB
Volume
39
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Parameter estimation and hypothesis test
Parameter estimation and hypothesis testing in stationary vector time series
โœ Yoshihide Kakizawa ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 474 KB

Statistical inference for stationary time series is often based on the maximum likelihood principle, i.e., the maximization of the (quasi) likelihood of observations derived on Gaussian assumptions, although no such distributional assumptions are made. In this paper, we define the disparity measure