Autoregressive and Mixed Autoregressive-Moving Average Models and Spectra (With 13 Figures)
暂无分享,去创建一个
[1] G. Yule. On a Method of Investigating Periodicities in Disturbed Series, with Special Reference to Wolfer's Sunspot Numbers , 1927 .
[2] M. Bartlett. On the Theoretical Specification and Sampling Properties of Autocorrelated Time‐Series , 1946 .
[3] N. Levinson. The Wiener (Root Mean Square) Error Criterion in Filter Design and Prediction , 1946 .
[4] R. A. Leibler,et al. On Information and Sufficiency , 1951 .
[5] M. Kendall,et al. A Study in the Analysis of Stationary Time-Series. , 1955 .
[6] J. W. Tukey,et al. The Measurement of Power Spectra from the Point of View of Communications Engineering , 1958 .
[7] 朝倉 利光. R. B. Blackman and J. W. Tukey: The Measurement of Power Spectra, Dover Publications, Inc., New York, 1958, 208頁, 13.5×16cm, $1.85 , 1964 .
[8] Richard H. Jones,et al. A Reappraisal of the Periodogram in Spectral Analysis , 1965 .
[9] E. Guillemin. The mathematics of circuit analysis , 1965 .
[10] Robert B. Ash,et al. Information Theory , 2020, The SAGE International Encyclopedia of Mass Media and Society.
[11] I. Shapiro,et al. Theoretical Model for the Chandler Wobble , 1967, Nature.
[12] J. P. Burg,et al. Maximum entropy spectral analysis. , 1967 .
[13] Enders A. Robinson,et al. Statistical Communication and Detection , 1967 .
[14] D. G. Watts,et al. Spectral analysis and its applications , 1968 .
[15] William C. Davidon,et al. Variance Algorithm for Minimization , 1968, Comput. J..
[16] H. Akaike. Power spectrum estimation through autoregressive model fitting , 1969 .
[17] G. Wilson. Factorization of the Covariance Generating Function of a Pure Moving Average Process , 1969 .
[18] S. Treitel. PREDICTIVE DECONVOLUTION: THEORY AND PRACTICE , 1969 .
[19] R. E. Kalman,et al. Aspects of network and system theory , 1971 .
[20] ADAPTIVE SIGNAL PROCESSING THROUGH STOCHASTIC APPROXIMATION , 1971 .
[21] P. Young,et al. Time series analysis, forecasting and control , 1972, IEEE Transactions on Automatic Control.
[22] H. Akaike,et al. Information Theory and an Extension of the Maximum Likelihood Principle , 1973 .
[23] H. Akaike. Maximum likelihood identification of Gaussian autoregressive moving average models , 1973 .
[24] Hirotugu Akaike,et al. Maximum likelihood estimation of structural parameters from random vibration data , 1973 .
[25] R. L. Kashyap,et al. Real time recursive prediction of river flows , 1973 .
[26] V. Pisarenko. The Retrieval of Harmonics from a Covariance Function , 1973 .
[27] H. Akaike. Markovian Representation of Stochastic Processes and Its Application to the Analysis of Autoregressive Moving Average Processes , 1974 .
[28] K. Berk. Consistent Autoregressive Spectral Estimates , 1974 .
[29] N. Andersen. On the calculation of filter coefficients for maximum entropy spectral analysis , 1974 .
[30] M. Pagano. Estimation of Models of Autoregressive Signal Plus White Noise , 1974 .
[31] G. R. Stegen,et al. Experiments with maximum entropy power spectra of sinusoids , 1974 .
[32] J. Makhoul,et al. Linear prediction: A tutorial review , 1975, Proceedings of the IEEE.
[33] T. Ulrich,et al. Maximum entropy spectral analy-sis and autoregressive decomposition , 1975 .
[34] E. Parzen. Multiple Time Series: Determining the Order of Approximating Autoregressive Schemes. , 1975 .
[35] 赤池 弘次,et al. TIMSAC-74 a time series analysis and control program package , 1975 .
[36] A. Berkhout,et al. A COMPARISON BETWEEN WIENER FILTERING, KALMAN FILTERING, AND DETERMINISTIC LEAST SQUARES ESTIMATION* , 1976 .
[37] John E. Markel,et al. Linear Prediction of Speech , 1976, Communication and Cybernetics.
[38] T. Ulrych,et al. Time series modeling and maximum entropy , 1976 .
[39] J. Makhoul. Stable and efficient lattice methods for linear prediction , 1977 .
[40] O. L. Frost. Power-Spectrum Estimation , 1977 .
[41] E. A. Robinson,et al. THE SPECTRAL FUNCTION OF A LAYERED SYSTEM AND THE DETERMINATION OF THE WAVEFORMS AT DEPTH , 1977 .
[42] Albert H Nuttall. Scientific and Engineering Studies; Spectral Estimation. , 1977 .
[43] L. Marple. Resolution of conventional Fourier, autoregressive, and special ARMA methods of spectrum analysis , 1977 .
[44] Masatsugu Ooe,et al. An optimal complex AR.MA model of the Chandler wobble , 1978 .
[45] Andrejs Jurkevics,et al. Representing and simulating strong ground motion , 1978 .
[46] S. Thomas Alexander,et al. High resolution spectral analysis of sinusoids in correlated noise , 1978, ICASSP.
[47] P. Schultz,et al. Fundamentals of geophysical data processing , 1979 .
[48] J. Scargle. Studies in astronomical time series analysis. I - Modeling random processes in the time domain , 1981 .