Power spectrum estimation through autoregressive model fitting
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF02532269.pdf
Reference12 articles.
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2. H. Akaike, “Fitting autoregressive models for prediction,”Ann. Inst. Statist. Math., 21 (1969), 243–247.
3. T. W. Anderson and A. M. Walker, “On the asymptotic distribution of the autocor-relations of a sample from a linear stochastic process,”Ann. Math. Statist., 35 (1964), 1296–1303.
4. R. B. Blackman and J. W. Tukey,The Measurement of Power Spectra, New York, Dover, 1959.
5. P. H. Diananda, “Some probability limit theorems with statistical applications,”Proc. Cambridge Philos. Soc., 49 (1953), 239–246.
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