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


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statistics
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[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
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[5] Dolph, C. L. andWoodbury, M. A.: Optimal linear prediction of stochastic processes whose covariances are Green’s functions, unpublished manuscript.
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[7] Grenander, U.: Stochastic processes and statistical inference, Arkiv för Mat., Band 1, 1950. · Zbl 0041.45807
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[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
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