THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION

DOI10.1093/BIOMET/42.1-2.151zbMATH Open0065.12902OpenAlexW2033988967MaRDI QIDQ5849286FDOQ5849286

Authors: J. A. Wise 

Publication date: 1955

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/42.1-2.151

zbMATH Keywords

statistics

Cited In (26)

• A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
• Partial functional linear regression with autoregressive errors
• Asymptotic properties in partial linear models under dependence
• On a spectral estimate obtained by an autoregressive model fitting
• Optimal estimation of linear functions of finite population means in rotation sampling
• Estimation of a linear regression model with stationary ARMA (p,q) errors
• Bayesian estimation for time-series regressions improved with exact likelihoods
• On some properties of positive definite Toeplitz matrices and their possible applications
• Plug-in bandwidth choice in partial linear models with autoregressive errors
• Structural inference for linear regression with autocorrelated errors
• Spectral proper orthogonal decomposition
• Functional semiparametric partially linear model with autoregressive errors
• Additive models with autoregressive symmetric errors based on penalized regression splines
• On inverting circulant matrices
• A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process
• Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors
• Nearest neighbor balanced block designs for autoregressive errors
• Band matrices with Toeplitz inverses
• Shift permutation invariance in linear random factor models
• Distribution of discriminant function in circular models
• Impact of POD modes energy redistribution on flow reconstruction for unsteady flows of impulsively started airfoils and wings
• A stagewise parameter estimation procedure for correlated data
• Statistical inference in a panel data semiparametric regression model with serially correlated errors
• Adaptive reduced basis method for the reconstruction of unsteady vortex-dominated flows
• Generalized dispersion matrices for covariance structural analysis
• Systematic sampling for autocorrelated superpopulations

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