Note on higher order spectra

  • Hirotugu Akaike


Frequency Response Function Random Input Quadratic System Power Spectral Density Function High Order Spectrum 
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.

Unable to display preview. Download preview PDF.


  1. [1]
    H. Akaike, “On the statistical estimation of the frequency response function of a system having multiple input,”Ann, Inst. Stat. Math., 17 (1965), 185–210.zbMATHCrossRefMathSciNetGoogle Scholar
  2. [2]
    D. R. Brillinger, “An introduction to polyspectra,”Ann. Math. Statist., 36 (1965), 1351–1374.zbMATHCrossRefMathSciNetGoogle Scholar
  3. [3]
    N. R. Goodman, “Measurement of matrix frequency response functions and multiple coherence functions,” Technical Report of the Air Force Flight Dynamics Laboratory, Research and Technology Division, Air Force Systems Command, Wright-Patterson Air Force Base, Ohio, AFFDL-TR-65-56, June, (1965).Google Scholar
  4. [4]
    K. Hasselmann, W. Munk and G. MacDonald, “Bispectra of ocean waves,”Time Series Annalysis, ed. M. Rosenblatt, John Wiley & Sons, New York, (1963), 125–139.Google Scholar
  5. [5]
    M. Rosenblatt and J. W.Van Ness, “Estimation of the bispectrum,”Ann. Math. Statist., 36 (1965), 1120–1136.zbMATHCrossRefMathSciNetGoogle Scholar
  6. [6]
    A. N. Shiryaev, “Some problems in the spectral theory of higher order moments, I,”Theory of Probability and its Applications, 5 (1960), 265–284 (English translation).CrossRefGoogle Scholar
  7. [7]
    L. J. Tick, “The estimation of “transfer functions” of quadratic systems,”Technometrics, 3 (1961), 563–567.zbMATHCrossRefMathSciNetGoogle Scholar
  8. [8]
    J. W. Tukey, “The estimation of (power) spectra and related quantities,”On Numerical Analysis, ed. Rudolph E. Langer, University of Wisconsin Press, Madison, Wisconsin, (1959), 389–411.Google Scholar
  9. [9]
    J. W. Tukey, “An introduction to the measurement of spectra,”Probability and Statistics, The Harald Cramér Volume, ed. Ulf Grenander, Wiley & Sons, New York, (1959), 300–330.Google Scholar
  10. [10]
    J. W. Tukey, “What can data analysis and statistics offer today,”Ocean Wave Spectra, Proceedings of a Conference, National Academy of Sciences, Prentice-Hall, Engelwood Cliffs, N. J., (1963), 347–351.Google Scholar

Copyright information

© Institute of Statistical Mathematics 1966

Authors and Affiliations

  • Hirotugu Akaike
    • 1
  1. 1.The Institute of Statistical MathamaticsIndia

Personalised recommendations