Undamped oscillation of the sample autocovariance function and the effect of prewhitening operation
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Publication:2626858
DOI10.1007/BF02868865zbMath0122.37203MaRDI QIDQ2626858
Publication date: 1961
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Related Items (8)
On the statistical estimation of frequency response functions ⋮ On the design of lag window for the estimation of spectra ⋮ On a simplified method of the estimation of the correlogram for a stationary Gaussian process ⋮ Stochastic complexities of general mixture models in variational Bayesian learning ⋮ Smoothness priors transfer function estimation ⋮ Singularities in mixture models and upper bounds of stochastic complexity. ⋮ Stochastic complexity for mixture of exponential families in generalized variational Bayes ⋮ Non-Gaussian seasonal adjustment
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