Undamped oscillation of the sample autocovariance function and the effect of prewhitening operation

Author:

Akaike Hieotugu

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference10 articles.

1. H. Akaike, “Note on power spectra,” Bulletin of the Japan Statistical Society, (1960), pp. 59–60 (in Japanese).

2. M. S. Bartlett, “On theoretical specification and sampling properties of autocorrelated time-series,”J. R. Statist Soc. Suppl.; Vol. 8 (1946), pp. 27–41,

3. R. B. Blackman and J. W. Tukey, “The measurement of power spectra from the point of view of communications engineering,”Bell System Technical Journal, Vol. 37 (1958), pp, 185–282, pp. 485–569 (also published seperately by Dover, (1958)).

4. S. H. Crandall, “Statistical properties of response to random vibration,” Chapter 4 in Random Vibration, S. H. Crandall editor, Technology Press of M. I. T. and John Wiley and Sons, Inc. New York, (1958), pp. 77–90.

5. J. L. Doob, Stochastic Process, John Wiley and Sons, Inc. New York, (1953).

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. On the Statistical Estimation of Frequency Response Function;Springer Series in Statistics;1998

2. List of Publications of Hirotugu Akaike;Springer Series in Statistics;1998

3. Stochastic Analysis of an Oscillating Chemical Reaction;Journal of the Physical Society of Japan;1972-05

4. On the design of lag window for the estimation of spectra;Annals of the Institute of Statistical Mathematics;1962-12

5. On the statistical estimation of frequency response function;Annals of the Institute of Statistical Mathematics;1962-12

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