A fundamental relation between predictor identification and power spectrum estimation

DOI10.1007/BF02506338zbMath0259.62077OpenAlexW2081345287MaRDI QIDQ2560027

Hirotugu Akaike

Publication date: 1970

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02506338

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic distribution theory in statistics (62E20)

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Cites Work

• Fitting autoregressive models for prediction
• Power spectrum estimation through autoregressive model fitting
• Statistical predictor identification

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