Power spectrum estimation through autoregressive model fitting

DOI10.1007/BF02532269zbMath0218.62113WikidataQ100559292 ScholiaQ100559292MaRDI QIDQ2546761

Hirotugu Akaike

Publication date: 1969

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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