THE SPECTRAL THEORY OF DISCRETE STOCHASTIC PROCESSES

被引:4
作者
MORAN, PAP
机构
关键词
D O I
10.1093/biomet/36.1-2.63
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
引用
收藏
页码:63 / 70
页数:8
相关论文
共 10 条
[1]  
Bartlett M.S., 1947, STOCHASTIC PROCESSES
[2]   On the theory of stationary random processes [J].
Cramer, H .
ANNALS OF MATHEMATICS, 1940, 41 :215-230
[3]   Correlation theories of stationary stochastic processes. [J].
Khintchine, A .
MATHEMATISCHE ANNALEN, 1934, 109 :604-615
[4]   ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J].
Mann, H. B. ;
Wald, A. .
ECONOMETRICA, 1943, 11 (3-4) :173-220
[5]   NOTES ON THE CALCULATION OF AUTOCORRELATIONS OF LINEAR AUTOREGRESSIVE SCHEMES [J].
QUENOUILLE, MH .
BIOMETRIKA, 1947, 34 (3-4) :365-367
[6]  
ROMANOVSKY V, 1932, RC MATH PALERMO, V56, P1
[7]  
ROMANOVSKY V, 1933, REND CIRC MAT PALERM, V57, P130
[8]  
SLUTSKY EE, 1937, ECONOMETRICA, V5, P107
[9]  
Szego G., 1939, ORTHOGONAL POLYNOMIA
[10]  
Wold H., 1938, STUDY ANAL STATIONAR