A note on Kendall's autoregressive series
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Published:1973-06
Issue:02
Volume:10
Page:475-478
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ISSN:0021-9002
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Container-title:Journal of Applied Probability
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language:en
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Short-container-title:J. Appl. Probab.
Author:
Brown T. J.,Hardin J. C.
Abstract
Realizations of the autoregressive series considered by Kendall are generated using both Gaussian and uniformly distributed random variables. Estimates of the autocorrelation and power spectrum of the process obtained from these realizations are compared with the theoretical expressions derived by Bartlett. Agreement is well within the theoretical variance.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
2 articles.
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