On empirical spectral analysis of stochastic processes. (English) Zbl 0049.22303


Full Text: DOI


[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.) · Zbl 0063.00228
[2] Bartlett, M. S.: Periodogram analysis and continuous spectra. Biometrika, Vol. 37, 1950. · Zbl 0036.21701
[3] Cramér, H.: On the theory of stationary random processes, Annals of Math., Vol. 41, 1940. · JFM 66.0623.02
[4] Cramér, H.: Mathematical Methods of Statistics, Princeton 1946. · Zbl 0063.01014
[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C. L. andWoodbury, M. A.: Optimal linear prediction of stochastic processes whose covariances are Green’s functions, unpublished manuscript.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. · JFM 66.0621.01
[7] Grenander, U.: Stochastic processes and statistical inference, Arkiv för Mat., Band 1, 1950. · Zbl 0041.45807
[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. · Zbl 0030.16502
[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. · Zbl 0041.26903
[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. · Zbl 0030.20301
[14] Wiener, N.: Extrapolation, interpolation and smoothing of stationary time-series, New York 1949. · Zbl 0036.09705
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.