On the relation between fitting autoregression and periodogram with applications
type: Item
instance of: scholarly article
title: On the relation between fitting autoregression and periodogram with applications
zbMATH Open document ID: 0395.62066
author: Hideaki Sakai
author: Takashi Soeda
author: Hidekatsu Tokumaru
published in: The Annals of Statistics
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 3614043
zbMATH Keywords: Calculation of Error Covariance Matrices
zbMATH Keywords: Yule-Walker Equations
zbMATH Keywords: Periodogram
zbMATH Keywords: Time Series Problems
zbMATH Keywords: Autoregressive Spectral Estimation
zbMATH Keywords: Fitting Autoregression
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176344557
OpenAlex ID: W2078122880
DOI: 10.1214/AOS/1176344557
description: scientific article; zbMATH DE number 3614043