Power spectrum estimation through autoregressive model fitting
- 669 Downloads
KeywordsPower Spectral Density Autoregressive Model Limit Distribution Multiple Time Series Mutual Independence
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- R. H. Jones, D. H. Crowell and L. E. Kapuniai, “Change detection model for serially correlated multivariate data,” Unpublished manuscript, 1968.Google Scholar
- E. Parzen, “Statistical spectral analysis (single channel case) in 1968,” Stanford University Statistics Department Technical Report, 11 (1968).Google Scholar
- E. Parzen, “Multiple time series modelling,” Stanford University Statistics Department Technical Report, 12 (1968), (A paper presented at the Second International Symposium on Multivariate Analysis, Dayton, Ohio on June 20, 1968).Google Scholar
© The Institute of Statistical Mathematics 1969