ON THE FREQUENCY-DOMAIN ESTIMATION OF THE INNOVATION VARIANCE OF A STATIONARY UNIVARIATE TIME-SERIES

被引：0

|

作者：

PUKKILA, T

NYQUIST, H

机构：

[1] UMEA UNIV,DEPT STAT,S-90187 UMEA,SWEDEN

[2] UNIV OREGON,EUGENE,OR 97403

来源：

BIOMETRIKA | 1985年 / 72卷 / 02期

关键词：

D O I：

暂无

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

收藏

页码：317 / 323

页数：7

相关论文

共 50 条

[1] MULTITAPER ESTIMATION OF THE INNOVATION VARIANCE OF A STATIONARY TIME-SERIES
WALDEN, AT
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1995, 43 (01) : 181 - 187
[2] ESTIMATION OF INNOVATION GENERALIZED VARIANCE OF A MULTIVARIATE STATIONARY TIME-SERIES
JONES, RH
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 386 - 388
[3] BIAS CORRECTION IN THE FREQUENCY-DOMAIN ESTIMATION OF TIME-SERIES MODELS
MILHOJ, A
BIOMETRIKA, 1984, 71 (01) : 91 - 99
[4] A FREQUENCY-DOMAIN MEDIAN TIME-SERIES
ZEGER, SL
HURVICH, CM
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (399) : 832 - 835
[5] ESTIMATION OF INNOVATION VARIANCE OF A STATIONARY TIME SERIES
DAVIS, HT
JONES, RH
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (321) : 141 - &
[6] EXPLORING AN OZONE SPATIAL TIME-SERIES IN THE FREQUENCY-DOMAIN
ZEGER, SL
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1985, 80 (390) : 323 - 331
[7] TIME-SERIES IN THE FREQUENCY-DOMAIN - BRILLINGER,DR, KRISHNAIAH,PR
SCHONFELD, P
ZEITSCHRIFT FUR NATIONALOKONOMIE-JOURNAL OF ECONOMICS, 1985, 45 (01): : 90 - 91
[8] MAXIMUM-LIKELIHOOD-ESTIMATION OF STATIONARY UNIVARIATE FRACTIONALLY INTEGRATED TIME-SERIES MODELS
SOWELL, F
JOURNAL OF ECONOMETRICS, 1992, 53 (1-3) : 165 - 188
[9] GAUSSIAN ESTIMATION IN STATIONARY TIME-SERIES
WHITTLE, P
BULLETIN OF THE INTERNATIONAL STATISTICAL INSTITUTE, 1962, 39 (02): : 105 - 129
[10] PREDICTION VARIANCE AND RELATED STATISTICS FOR STATIONARY TIME-SERIES
CAMERON, MA
BIOMETRIKA, 1978, 65 (02) : 283 - 296

← 1 2 3 4 5 →