On Asymptotically Efficient Consistent Estimates of the Spectral Density Function of a Stationary Time Series

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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) , 303-322
https://doi.org/10.1111/j.2517-6161.1958.tb00296.x

Abstract

No abstract available

This publication has 11 references indexed in Scilit:

On Choosing an Estimate of the Spectral Density Function of a Stationary Time Series
The Annals of Mathematical Statistics, 1957
Statistical Analysis of Stationary Time Series
Physics Today, 1957
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The Annals of Mathematical Statistics, 1957
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Journal of the Royal Statistical Society Series B: Statistical Methodology, 1957
ON CONSISTENT ESTIMATES OF THE SPECTRAL DENSITY OF A STATIONARY TIME SERIES
Proceedings of the National Academy of Sciences, 1956
ON THE EFFICIENCY OF PROCEDURES FOR SMOOTHING PERIODOGRAMS FROM TIME SERIES WITH CONTINUOUS SPECTRA
Biometrika, 1955
Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
The Annals of Mathematical Statistics, 1953
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Arkiv för Matematik, 1952
PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
Biometrika, 1950
On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1946