On testing circular stationary and related models

摘要

This article deals with the distributions of the likelihood ratio statistics for testing the hypotheses (i), (ii), (iii), (iv), and (v), in ap-variate normal distribution with mean vector#xB5;and covariance matrix #x3C3;, where #x3C3;cis a circular symmetric matrix and. The distribution is obtained through the techniques of inverse Mellin transform and calculus of residues. Results for small values ofpare given in closed forms.