Facts and fiction in spectral analysis
- 1 January 2000
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Instrumentation and Measurement
- Vol. 49 (4) , 766-772
- https://doi.org/10.1109/19.863921
Abstract
No abstract availableThis publication has 23 references indexed in Scilit:
- Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancyIEEE Transactions on Signal Processing, 1998
- Estimation of the accuracy of mean and variance of correlated dataIEEE Transactions on Instrumentation and Measurement, 1998
- On the penalty factor for autoregressive order selection in finite samplesIEEE Transactions on Signal Processing, 1996
- On Finite Sample Theory for Autoregressive Model Order SelectionIEEE Transactions on Signal Processing, 1993
- Spectrum analysis—A modern perspectiveProceedings of the IEEE, 1981
- Selection of the order of an autoregressive model by Akaike's information criterionBiometrika, 1976
- Linear prediction: A tutorial reviewProceedings of the IEEE, 1975
- Factorization of the Covariance Generating Function of a Pure Moving Average ProcessSIAM Journal on Numerical Analysis, 1969
- The Fitting of Time-Series ModelsRevue de l'Institut International de Statistique / Review of the International Statistical Institute, 1960
- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELSBiometrika, 1959