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On the design of lag window for the estimation of spectra

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References

  1. M. Akaikc: “Undamped oscillation of the sample autocovariance function and the effect of prewhitening operation”,Ann. Inst. Slat. Math., Vol. 13, (1961), pp. 127–143.

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  2. H. Akaike and Y. Yamanouchi: “On the statistical estimation of frequency response function”,Ann. Inst. Stat. Math., Vol. 14, (1962), pp. 23–56.

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  3. R. B. Blackman and J. W. Tukey: “The measurement of power spectra from the point of view of communications engineering”,Bell System Technical Journal, Vol. 37 (1958), pp. 185–282, pp. 458–569 (also published seperately by Dover (1958)).

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  4. J. W. Tukey and R. W. Hamming: “Measuring Noise Color ”, unpublished memorandum (1949).

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  1. The Institute of Statistical Mathematics, USA

    Hirotugu Akaike

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  1. Hirotugu Akaike
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Akaike, H. On the design of lag window for the estimation of spectra. Ann Inst Stat Math 14, 1–21 (1962). https://doi.org/10.1007/BF02868621

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  • DOI: https://doi.org/10.1007/BF02868621

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