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
Extrapolation, Interpolation, and Smoothing of Stationary Time Series: With Engineering Applications
Wiener, N. (1949) · The MIT Press eBooks · doi:10.7551/mitpress/2946.001.0001 · Cited by 4,826
Wald, A. (1943) · Transactions of the American Mathematical Society · doi:10.1090/s0002-9947-1943-0012401-3 · Cited by 2,511
On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series
Bartlett, M. S. (1946) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.2307/2983611 · Cited by 908
A Study in the Analysis of Stationary Time Series
Bartlett, M. S., & Wold, H. (1955) · Econometrica · doi:10.2307/1907883 · Cited by 745
Hypothesis Testing in Time Series Analysis.
Moran, P. A., & Whittle, P. (1951) · Journal of the Royal Statistical Society. Series A (General) · doi:10.2307/2981095 · Cited by 322
Self-citationMost Powerful Tests of Composite Hypotheses. I. Normal Distributions
Lehmann, E. L., & Stein, C. (2011) · Springer eBooks · doi:10.1007/978-1-4614-1412-4_13 · Cited by 38
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
Toth, E., Brath, A., & Montanari, A. (2000) · Journal of Hydrology · doi:10.1016/s0022-1694(00)00344-9 · Cited by 493
Montanari, A., Rosso, R., & Taqqu, M. S. (1997) · Water Resources Research · doi:10.1029/97wr00043 · Cited by 289
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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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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