Testing proportionality for autoregressive processes

IEEE Transactions on Information Theory

Volumn 49, Issue 3, 2003, Pages 672-681

  Drouiche, Karim ^a  

^a CY Cergy Paris Université   (France)

Author keywords

Autoregressive process; Distribution; Homogeneity test; Power of a test; Proportionality; Randomness; Spectral density

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; REGRESSION ANALYSIS; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS;

AUTOREGRESSIVE PROCESSES; HOMOGENEITY TEST; POWER OF A TEST; PROPORTIONALITY; RANDOMNESS; SPECTRAL DENSITY;

STATISTICAL TESTS;

EID: 0037354095     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2002.808122     Document Type: Article

References (9)

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