On detecting a signal in N stationarily correlated noise series. (English) Zbl 0226.62094
MSC:
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
60G35 | Signal detection and filtering (aspects of stochastic processes) |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
60G35 | Signal detection and filtering (aspects of stochastic processes) |