General Considerations in the Analysis of Spectra
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Cited in
(13)- Discrete event simulation modelling of computer systems for performance evaluation
- Comparison of non-stationary time series in the frequency domain
- A conversation with Emanuel Parzen
- Comparing spectral densities of stationary time series with unequal sample sizes
- Testing discrete-valued time series for whiteness
- Schätzen der Kovarianzdichte stationärer Punktprozesse aus Zählungen
- A formal test for nonstationarity of spatial stochastic processes
- Undamped oscillation of the sample autocovariance function and the effect of prewhitening operation
- Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
- Comparison of stationary time series using distribution-free methods
- TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
- On the existence of L1(R) solutions to wiener-Hopf type equations
- Efficient nonparametric estimation of generalised autocovariances
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