Skip to main content
Log in

On a simplified method of the estimation of the correlogram for a stationary Gaussian process

  • 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

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

Instant access to the full article PDF.

References

  1. J. L. Doob, Stochastic processes, New York, 1952.

  2. S. O. Rice, “Mathematical analysis of random noise,” Bell. Syst. Tech. J., Vols. 23, 24 (1944-45).

  3. R. Kawashima, “On remote monitoring of ship’s motions-II,”Journal of the Nautical Society of Japan (in Japanese), Vol. 27 (1962), pp. 11–17.

    Google Scholar 

  4. K. Takahasi and K. Husimi, “Vibrating systems exposed to irregular forces,”Geophysical Magagine, Vol. 9 (1935), pp. 29–48.

    MATH  Google Scholar 

  5. H. Akaike, “Undamped oscillation of the sample autocovariance function and the effect of prewhitening operation,”Ann. Inst. Stat. Math., Vol. 13 (1961), pp. 127–143.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

About this article

Cite this article

Huzii, M. On a simplified method of the estimation of the correlogram for a stationary Gaussian process. Ann Inst Stat Math 14, 259–268 (1962). https://doi.org/10.1007/BF02868648

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02868648

Keywords

Navigation