26 March 2001 Testing for hypotheses on the spectral density of the time series
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Abstract
We present a new measure of information and we show how it can be applied for testing hypotheses or for goodness of fit in time series analysis.
© (2001) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Abdelkader Mokkadem, Abdelkader Mokkadem, } "Testing for hypotheses on the spectral density of the time series", Proc. SPIE 4391, Wavelet Applications VIII, (26 March 2001); doi: 10.1117/12.421227; https://doi.org/10.1117/12.421227
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