Skip to main content
SpringerLink
Log in

On the use of non-gaussian process in the identification of a linear dynamic system

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

References

  1. H. Akaike, “Statistical measurement of frequency response function,”Ann. Inst. Statist. Math., Supplement III (1964), 5–17, with corrigenda in the same Annals 17 (1965), 113.

    Google Scholar 

  2. H. Akaike, “Note on higher order spectra,”Ann. Inst. Statist. Math., 18 (1966), 123–126.

    Article  MATH  MathSciNet  Google Scholar 

  3. H. Akaike and Y. Yamanouchi, “On the statistical estimation of frequency response function,”Ann. Inst. Statist. Math., 14 (1962), 23–56.

    Article  MATH  MathSciNet  Google Scholar 

  4. O. Reiersøl, “Identifiability of a linear relation between variables which are subject to error,”Econometrica, 18 (1950), 375–389.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. The Institute of Statistical Mathematics, USA

    Hlrotugu Akaike

Authors
  1. Hlrotugu Akaike
    View author publications

    You can also search for this author in PubMed Google Scholar

About this article

Cite this article

Akaike, H. On the use of non-gaussian process in the identification of a linear dynamic system. Ann Inst Stat Math 18, 269–276 (1966). https://doi.org/10.1007/BF02869534

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02869534

Keywords

Search

Navigation