UNDAMPED OSCILLATION OF THE SAMPLE AUTOCOVARIANCE FUNCTION AND THE EFFECT OF PREWHITENING OPERATION

被引：3

作者：

AKAIKE, H

机构：

来源：

关键词：

D O I：

10.1007/BF02868865

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：127 / 143

页数：17

共 10 条

[1]

AKAIKE H, 1960, B JAPAN STATISTICAL, P59

[2]

BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27

BLACKMAN, RB ;

TUKEY, JW .

BELL SYSTEM TECHNICAL JOURNAL, 1958, 37 (01) :185-282

[4]

CRANDALL SH, 1958, RANDOM VIBRATION, P77

[5]

DOOB J, 1953, STOCHASTIC PROCESS

[6]

FUJIMORI B, 1957, ANAL EEG ITS APPLICA

[7] GENERAL CONSIDERATIONS IN ANALYSIS OF SPECTRA [J].

JENKINS, GM .

[8]

KANESIGE I, 1960, 10TH P JAP NAT C APP, P371

[9]

LOMNICKI ZA, 1957, J ROY STAT SOC B, V19, P13

[10] MATHEMATICAL ANALYSIS OF RANDOM NOISE [J].

RICE, SO .

BELL SYSTEM TECHNICAL JOURNAL, 1945, 24 (01) :46-156