ABSTRACT

Y, = g(t/T) + E, ( 4.4) with c1 stationary noise having power spectrum/(>-). under regularity conditions, the statistic /J;k of Eq. (3.13) may be shown to be asymptotically normal with mean f3;k and variance

also important in the stochastic case, see: Tukey ( 1959), Brillinger ( 1975), Bloomfield (1976), Dahlhaus (1984, 1989).