STATISTICAL SPECTRAL ANALYSIS OF TIME SERIES ARISING FROM STATIONARY STOCHASTIC PROCESSES

被引:48
作者
GRENANDER, U
ROSENBLATT, M
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1953年 / 24卷 / 04期
关键词
D O I
10.1214/aoms/1177728913
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
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页码:537 / 558
页数:22
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