General Considerations in the Analysis of Spectra

DOI10.2307/1266110zbMATH Open0101.35603OpenAlexW4249103599MaRDI QIDQ3284205FDOQ3284205

Authors: Gwilym Jenkins 

Publication date: 1961

Full work available at URL: https://doi.org/10.2307/1266110

zbMATH Keywords

statistics

Cited In (13)

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

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