The Estimation of the Spectral Density after Trend Removal
- 1 July 1958
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 20 (2) , 323-333
- https://doi.org/10.1111/j.2517-6161.1958.tb00297.x
Abstract
A correction for bias, in the estimate of the spectral density, is derived for the case where a general form of trend has been removed, and a general expression for the bias (to the order n–1) in the serial correlations, due to trend removal, is obtained from this.This publication has 6 references indexed in Scilit:
- The Variance of the Mean of a Stationary ProcessJournal of the Royal Statistical Society Series B: Statistical Methodology, 1957
- Statistical Analysis of Stationary Time SeriesPhysics Today, 1957
- On Consistent Estimates of the Spectrum of a Stationary Time SeriesThe Annals of Mathematical Statistics, 1957
- On the Estimation of Autocorrelation in time SeriesThe Annals of Mathematical Statistics, 1957
- The Comparison of Means of Sets of Observations from Sections of Independent Stochastic SeriesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1955
- On the Estimation of Regression Coefficients in the Case of an Autocorrelated DisturbanceThe Annals of Mathematical Statistics, 1954