Skip to main content
Log in

On empirical spectral analysis of stochastic processes

  • Published:
Arkiv för Matematik

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

Access this article

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

Instant access to the full article PDF.

References

  1. Bartlett, M. S.: On the theoretical specification and sampling properties of autocorrelated time-series, Supplement to the Journal of the Royal Statistical Society, Vol. VIII, 1946. (See also Discussion on the papers p. 85–97.)

    Google Scholar 

  2. Bartlett, M. S.: Periodogram analysis and continuous spectra. Biometrika, Vol. 37, 1950.

  3. Cramér, H.: On the theory of stationary random processes, Annals of Math., Vol. 41, 1940.

  4. Cramér, H.: Mathematical Methods of Statistics, Princeton 1946.

  5. Dolph, C. L. andWoodbury, M. A.: Optimal linear prediction of stochastic processes whose covariances are Green's functions, unpublished manuscript.

  6. Doob, J. L.: The law of large numbers for continuous stochastic processes, Duke Math. Journal 1940.

  7. Grenander, U.: Stochastic processes and statistical inference, Arkiv för Mat., Band 1, 1950.

  8. Hanner, O.: Deterministic and non-deterministic stationary stochastic processes, Arkiv för Mat., Band 1, 1949.

  9. Karhunen, K.: Über lineare Methoden in der Wahrscheinlichkeitsrechnung, Ann. Ac. Sci. Fennicae, A I 37, 1947.

  10. Karhunen, K.: Über die Struktur stationärer zufälliger Funktionen, Arkiv för Mat., Band 1, 1949.

  11. Koopmans, T.: Statistical inference in dynamic economic models, New York 1950.

  12. Matérn, B.: Independence of nonnegative quadratic forms in normally correlated variables, Annals of Math. Stat., Vol. XX, 1949.

  13. Moran, P. A. P.: Some theorems on time series. I. Biometrika XXXIV, 1947.

  14. Wiener, N.: Extrapolation, interpolation and smoothing of stationary time-series, New York 1949.

Download references

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Grenander, U. On empirical spectral analysis of stochastic processes. Ark. Mat. 1, 503–531 (1952). https://doi.org/10.1007/BF02591360

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02591360

Keywords

Navigation