Monatshefte für Mathematik

, Volume 64, Issue 1, pp 68–79 | Cite as

A test of fit for the spectral density function of a stochastic process

  • S. K. Zaremba
Article

Keywords

Density Function Stochastic Process Spectral Density Spectral Density Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. [1]
    H. Cramér, Mathematical Methods of Statistics, Princeton University Press, 1946.Google Scholar
  2. [2]
    U. Grenander andM. Rosenblatt, “Statistical spectral analysis of time series arising from stationary stochastic processes”, Ann. Math. Statist. Vol.24, pp. 537–558 (1953).Google Scholar
  3. [3]
    U. Grenander andM. Rosenblatt, Statistical Analysis of Stationary Time Series, John Wiley and Sons, New York, 1957.Google Scholar
  4. [4]
    M. Loève, Probability Theory. Foundations. Random Sequences, D. van Nostrand Co. New York, 1955.Google Scholar
  5. [5]
    Z. A. Lomnicki andS. K. Zaremba, “On some moments and distributions occurring in the theory of linear stochastic processes”, Monatsh. Math.: Part I, Vol.61 (1957), pp. 318–358; Part II, Vol.63, pp. 128–168 (1959). In Part I the following two misprints should be corrected: On p. 150C p, q,(N) should be replaced byc p, q,(N); on p. 165 the numbers in the last line of the table should read 1.0000, 28/3=9.3333, and4 respectively.Google Scholar
  6. [6]
    A. M. Walker, “A goodness of fit test for spectral distribution functions of stationary time series with normal residuals”, Biometrika, Vol.43, pp. 257–275 (1956).Google Scholar

Copyright information

© Springer-Verlag 1960

Authors and Affiliations

  • S. K. Zaremba
    • 1
  1. 1.University College of SwanseaWales

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