Undamped oscillation of the sample autocovariance function and the effect of prewhitening operation
- 1 December 1961
- journal article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 13 (1) , 127-143
- https://doi.org/10.1007/bf02868865
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- General Considerations in the Analysis of SpectraTechnometrics, 1961
- The measurement of power spectra from the point of view of communications engineering — Part IBell System Technical Journal, 1958
- On Estimating the Spectral Density Function of a Stochastic ProcessJournal of the Royal Statistical Society Series B: Statistical Methodology, 1957
- On the Theoretical Specification and Sampling Properties of Autocorrelated Time-SeriesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1946
- Mathematical Analysis of Random NoiseBell System Technical Journal, 1945