Changing spectrum estimation

Author:

Kitagawa G.

Publisher

Elsevier BV

Subject

Mechanical Engineering,Mechanics of Materials,Acoustics and Ultrasonics,Condensed Matter Physics

Reference16 articles.

1. On a new method of graduation;Whittaker,1923

2. Likelihood and the Bayes procedure;Akaike,1980

3. A nonstationary time series model and its fitting by a recursive filter;Kitagawa;Journal of Time Series Analysis,1981

4. A data analytic approach to the smoothing problem and some of its variations;Brotherton,1981

5. On the fitting of non-stationary autoregressive models in time series analysis;Ozaki,1975

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