The DOI matches its Crossref record; 6 of the 6 references it cites were found in a registry or an index.
Estimation and information in stationary time series
Abstract
Section (1) is devoted to a discussion of the model-fitting problem, which finds its explicit solution in equation (1.13). In section (2) the maximum likelihood, (ML), estimates of the model parameters are investigated, and for the class of series considered shown to possess the same optimum properties as in the case of independent series. Next, the covariance matrix of the parameter estimates is expressed in terms of the spectral function of the generating process (eq. 3.7). The last section is concerned with certain working approximations to the ML statistics.
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Cites
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Self-citationMost Powerful Tests of Composite Hypotheses. I. Normal Distributions
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Cited by
Spectrum estimation and harmonic analysis
Thomson, D. J. (1982) · Proceedings of the IEEE · doi:10.1109/proc.1982.12433 · Cited by 4,418
Fitting time series models to nonstationary processes
Dahlhaus, R. (1997) · The Annals of Statistics · doi:10.1214/aos/1034276620 · Cited by 924
Vrugt, J. A. (2016) · Environmental Modelling & Software · doi:10.1016/j.envsoft.2015.08.013 · Cited by 851
Comparison of short-term rainfall prediction models for real-time flood forecasting
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Numerical Identification of Linear Dynamic Systems from Normal Operating Records
Åström, K.-J., & Torsten, B. (1965) · IFAC Proceedings Volumes · doi:10.1016/s1474-6670(17)69024-4 · Cited by 272
Fractional Gaussian noise, functional MRI and Alzheimer's disease
Maxim, V., Şendur, L., Fadili, J., Suckling, J., Gould, R., Howard, R., & Bullmore, E. (2005) · NeuroImage · doi:10.1016/j.neuroimage.2004.10.044 · Cited by 272
Asymptotically Efficient Estimation of Covariance Matrices with Linear Structure
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Krafty, R. T., Fu, H., Graves, J. L., Bruce, S. A., Hall, M. H., & Smagula, S. F. (2019) · Statistics in Biosciences · doi:10.1007/s12561-018-09230-2 · Cited by 23
Metadata
- Authors
- Whittle, P.
- Venue
- Arkiv för Matematik
- Publisher
- International Press of Boston
- Published
- 1953-08
- Volume
- 2
- Issue
- 5
- Pages
- 423-434
- ISSN
- 0004-2080 (ISSN-L)
- OpenAlex
- W1997927852
- Cited by
- 558
- References
- 6
- FWCI
- 0.00
- Type
- journal article
- Language
- en
- Open access
- closed
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