Koopmans, L.H (1974) The Spectral Analysis o f Time Series Academic Press,

In document Some aspects of time series frequency estimation (Page 143-146)

N ew York.

M ackisack, M.S. (1987) A c en tral lim it th eo rem for a tim e series frequency e sti­ m a to r. T echnical re p o rt, D ep t, of S tatistics, F acu lty of Econom ics an d C om ­ m erce, A ust. N atio n al U niversity, C an b erra.

M akhoul, J. (1981) L a ttic e m eth o d s in sp ec tra l estim atio n . In D .F . F indley (ed.)

A pplied T im e Series Analysis II. A cadem ic P ress, New York, p.301-325.

M arp le, S.L. (1979) S p e c tra l line analysis by P isaren k o an d P ro n y m eth o d s. IE E E

R eport o f 1979 Int. Conf. A SSP , 159-161.

M arp le, S.L. (1980) A new autoregressive sp e c tru m analysis algorithm . IE E E

Trans. A S S P 28 , 441-454.

M o ran , P.A .P. (1953) T h e sta tistic a l analysis of th e C an a d ia n lynx cycle, I. A ust.

J. Zool. 1, 163-173.

N ew ton, H .J. an d P ag an o , M. (1983) A m e th o d for d eterm in in g periods in tim e series. J.A .S .A . 7 8 / 3 8 1 , 152-157.

N icholls, D .F. (1967) E stim a tio n of th e sp ec tra l d en sity fu n ctio n w hen te stin g for a ju m p in th e sp ectru m . A u st. Journal Statist. 9 , 103—108.

P a rz e n , E. (1974) R ecent advances in tim e series m odelling. IE E E Trans. A u to ­

m atic Control A C 19, 723-730.

P a rz e n , E. an d P ag an o , M. (1979) A n a p p ro a ch to m odelling seasonally sta tio n a ry tim e series. J. o f Econom etrics 9, 137-153.

P au lsen , J. &; T jp sth eim , D. (1985) O n th e e stim atio n of resid u al v arian ce and o rd er in au to reg ressiv e tim e series. J. R. S tatist. Soc. B 4 7 , 216-228.

P isaren k o , V .F. (1973) T h e re trie v a l of harm onics from a covariance fun ctio n .

Geophys. J. R. astr. Soc. 3 3 , 347-366.

P riestley , M .B. (1962a) T h e analysis of s ta tio n a ry processes w ith m ixed sp ec tra ,

I. J. R. Sta tist. Soc. B 24, 215-233.

R. Statist. Soc. B 24, 511-529.

P riestley , M .B. (1981) Spectral analysis and tim e series. Vol.I&H. A cadem ic Press, London.

Q u in n , B .G . (1986) T estin g for th e presence of sinusoidal com ponents. J. Appl.

Prob. Special volum e 2 3 A , 201-210.

R ab in er, L.R . a n d Schafer, R .W . (1974) O n th e b e h av io u r of m in im ax F IR digital H ilb ert tran sfo rm ers. Bell Syst. Tech. J. 5 3 , .

R o se n b la tt, M. (1959) S ta tistic a l analysis of sto c h a stic processes w ith statio n ary residuals. In Probability and Statistics: T h e Harald Cramer volume. Wiley, New Y ork.

R ozanov, Y u A. an d Feinstein, A. (1967) S tationary R andom Processes. Holden- Day, San Fransisco.

Sakai, H ideaki (1984) S ta tistic a l analysis of P isa re n k o ’s m e th o d for sinusoidal fre­ quency e stim atio n . IE E E Trans. A coust., Speech and Sig. Proc. A S S P - 3 2 , 95-101.

S m y th , G .K . (1985) C oupled a n d sep arab le ite ra tio n s in n o n lin ear estim atio n . P h .D . T hesis, A u stra lia n N atio n al U niversity, C an b erra.

Steinberg, H .-W ., G asser, T . an d Franke, J. (1983) F ittin g autoregressive pro­ cesses to E E G tim e series; an em pirical co m p ariso n of estim ate s of th e order. P re p rin t No. 236, In st, fü r A n g ew an d te M a th ., U niversity of H eidelberg. Stoica, P., F ried lan d er, B. a n d S ö d erströ m , T . (1986) A sy m p to tic bias of th e high-

o rd er au to reg ressiv e estim ates of sinusoidal frequencies. Technical re p o rt, D ept, of A u to m a tic C o n tro l a n d S ystem A nalysis, In s titu te of Technology, U p p sala U niversity, U ppsala.

S to u t, W .F . (1974) A lm o st Sure Convergence. A cadem ic Press, New York.

S trassen , V. (1964) A n invariance principle for th e law of th e ite ra te d lo g arith m

Thomson, D.J. (1982) Spectrum estimation and harmonic analysis.

Proc. IEEE

In document Some aspects of time series frequency estimation (Page 143-146)