IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v21y1969i1p407-419.html
   My bibliography  Save this article

Power spectrum estimation through autoregressive model fitting

Author

Listed:
  • Hirotugu Akaike

Abstract

No abstract is available for this item.

Suggested Citation

  • Hirotugu Akaike, 1969. "Power spectrum estimation through autoregressive model fitting," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 407-419, December.
    • Handle: RePEc:spr:aistmt:v:21:y:1969:i:1:p:407-419
    DOI: 10.1007/BF02532269
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF02532269
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/BF02532269?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hirotugu Akaike, 1969. "A method of statistical identification of discrete time parameter linear systems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 225-242, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Takashi Kano & James M. Nason, 2014. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 519-544, March.
    2. Berkowitz, J. & Birgean, I. & Kilian, L., 1999. "On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series," Papers 99-01, Michigan - Center for Research on Economic & Social Theory.
    3. Ionel Birgean & Lutz Kilian, 2002. "Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 449-476.
    4. Wang, Cindy Shin-Huei & Bauwens, Luc & Hsiao, Cheng, 2013. "Forecasting a long memory process subject to structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 171-184.
    5. Gupta, Abhimanyu, 2018. "Autoregressive spatial spectral estimates," Journal of Econometrics, Elsevier, vol. 203(1), pages 80-95.
    6. Jirak, Moritz, 2014. "Simultaneous confidence bands for sequential autoregressive fitting," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 130-149.
    7. Suhasini Subba Rao & Junho Yang, 2023. "A prediction perspective on the Wiener–Hopf equations for time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(1), pages 23-42, January.
    8. Peterson, Hikaru Hanawa & Tomek, William G., 2000. "Implications Of Deflating Commodity Prices For Time-Series Analysis," 2000 Conference, April 17-18 2000, Chicago, Illinois 18944, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    9. repec:wyi:journl:002213 is not listed on IDEAS
    10. repec:esx:essedp:767 is not listed on IDEAS
    11. Papailias, Fotis & Thomakos, Dimitrios, 2017. "EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues," International Journal of Forecasting, Elsevier, vol. 33(1), pages 214-229.
    12. Gupta, A, 2015. "Autoregressive Spatial Spectral Estimates," Economics Discussion Papers 14458, University of Essex, Department of Economics.
    13. Papailias, Fotis & Fruet Dias, Gustavo, 2015. "Forecasting long memory series subject to structural change: A two-stage approach," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1056-1066.
    14. Mituaki Huzii, 1977. "On a spectral estimate obtained by an autoregressive model fitting," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 415-431, December.
    15. Younus, Dr. Sayera & Prince, Ehsanur Rauf, 2017. "An Analysis of the Impacts of Inflation, Trade Openness, and Exchange Rate on Foreign Direct Investment in Bangladesh and some Selected Emerging Countries," MPRA Paper 122190, University Library of Munich, Germany.
    16. Jentsch, Carsten & Meyer, Marco, 2021. "On the validity of Akaike’s identity for random fields," Journal of Econometrics, Elsevier, vol. 222(1), pages 676-687.
    17. Mohammad Mazharul Islam & Mohammad Nazrul Islam Mondal & Haitham Khoj, 2023. "Effects of Health Factors on GDP Growth: Empirical Evidence from Saudi Arabia," Sustainability, MDPI, vol. 15(11), pages 1-22, May.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:21:y:1969:i:1:p:407-419. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.