Testing for hypotheses on the spectral density of time series

机译：测试时间序列的频谱密度假设

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摘要

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.

机译：我们提出了一种新的信息量度，并展示了如何将其应用于检验假设或时间序列分析中的拟合优度。

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来源
《Conference on Wavelet Applications Ⅷ Apr 18-20, 2001, Orlando, USA》|2001年|p.259-264|共6页
会议地点 Orlando FL(US)
作者
Abdelkader Mokkadem;
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作者单位

Universite de Versailles-St-Quentin-en-Yvelines, Departement de Mathematiques, Batiment Fermat, 45 Avenue des Etats-Unis, 78000 Versailles Cedex France;

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原文格式 PDF
正文语种 eng
中图分类无线电电子学、电信技术;
关键词
measure of information; tests for hypothesis; time series; spectral density; ARMA models;

机译：信息量度；检验假设；时间序列;光谱密度ARMA模型;

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3. Salt marshes as nurseries for nekton: testing hypotheses on density, growth and survival through meta-analysis [J] . Thomas J. Minello, Kenneth W. Able, Michael P. Weinstein, Marine ecology progress series . 2003,第Jan期

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4. Testing for hypotheses on the spectral density of time series [C] . Abdelkader Mokkadem Conference on wavelet applications . 2001

机译：测试时间序列光谱密度的假设
5. AN INTEGRATED ECONOMETRIC-TIME SERIES (FREQUENCY AND TIME DOMAIN) APPROACH TO THE TESTING OF MACRO-ECONOMIC HYPOTHESES [D] . SINGH, HARINDER 1985

机译：宏观经济假设检验的综合经济时间序列（频率和时域）方法
6. ON CONSISTENT ESTIMATES OF THE SPECTRAL DENSITY OF A STATIONARY TIME SERIES [O] . Emanuel Parzen 1956

机译：平稳时间序列的谱密度的一致估计
7. BOOTSTRAPPING FREQUENCY DOMAIN TESTS IN MULTIVARIATE TIME SERIES WITH AN APPLICATION TO COMPARING SPECTRAL DENSITIES [O] . Holger Dette, Efstathios Paparoditis 2014

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8. Discrete-Time Spectral Estimation of Continuous-Time Processes - the Orthogonal Series Method (Spectral Estimation by Orthogonal Series). [R] . Masry, E. 1979

机译：连续时间过程的离散时间谱估计 - 正交序列法（正交序列谱估计）。

Testing for hypotheses on the spectral density of time series

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