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On a spectral estimate obtained by an autoregressive model fitting

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  • Mituaki Huzii

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  • 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.
    • Handle: RePEc:spr:aistmt:v:29:y:1977:i:1:p:415-431
    DOI: 10.1007/BF02532802
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    References listed on IDEAS

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    1. 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.
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    Cited by:

    1. Jirak, Moritz, 2014. "Simultaneous confidence bands for sequential autoregressive fitting," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 130-149.

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