Accession Number : AD0641229

Title :   LARGE SAMPLE TESTS FOR SPECTRAL DENSITIES.

Descriptive Note : Technical rept.,

Corporate Author : RESEARCH TRIANGLE INST DURHAM N C

Personal Author(s) : Cryer,Jonathan D.

Report Date : SEP 1966

Pagination or Media Count : 9

Abstract : A family of statistics is proposed for the problem of testing the hypothesis that the sample X sub t, 0 < t < T, is from a stationary stochastic process with a given covariance function or spectral density. (Author)

Descriptors :   (*STATISTICAL TESTS, *STOCHASTIC PROCESSES), STATISTICAL FUNCTIONS, SAMPLING

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE