Testing for hypotheses on the spectral density of the time series

Abdelkader Mokkadem

doi:10.1117/12.421227

26 March 2001 Testing for hypotheses on the spectral density of the time series

Abdelkader Mokkadem

Proceedings Volume 4391, Wavelet Applications VIII; (2001) https://doi.org/10.1117/12.421227
Event: Aerospace/Defense Sensing, Simulation, and Controls, 2001, Orlando, FL, United States

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.

Citation Download Citation

Abdelkader Mokkadem "Testing for hypotheses on the spectral density of the time series", Proc. SPIE 4391, Wavelet Applications VIII, (26 March 2001); https://doi.org/10.1117/12.421227

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