On the design of lag window for the estimation of spectra

DOI10.1007/BF02868621zbMath0121.36601MaRDI QIDQ2626633

Hirotugu Akaike

Publication date: 1962

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

zbMATH Keywords

statistics

Related Items (2)

On the statistical estimation of frequency response functions ⋮ On the statistical estimation of the frequency response function of a system having multiple input

Cites Work

• On the statistical estimation of frequency response functions
• Undamped oscillation of the sample autocovariance function and the effect of prewhitening operation

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