THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION

[1] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[2] CHAMPERNOWNE DG, 1948, J ROY STAT SOC B, V10, P204

[3] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) : 32 - 61

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] Jordan C., 1947, CALCULUS FINITE DIFF

[6] Correlation theories of stationary stochastic processes. [J]. MATHEMATISCHE ANNALEN, 1934, 109 : 604 - 615

[7] Watson GS, 1951, THESIS N CAROLINA ST

[8] WHITTLE P, 1952, SKAND ACTUAR TIDSKR, V35, P200

[9] Whittle P, 1951, HYPOTHESIS TESTING T

[10] Generalized harmonic analysis. [J]. ACTA MATHEMATICA, 1930, 55 (01) : 117 - 258

[1] Distribution of the serial correlation coefficient [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 1 - 13

[2] CHAMPERNOWNE DG, 1948, J ROY STAT SOC B, V10, P204

[3] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) : 32 - 61

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] Jordan C., 1947, CALCULUS FINITE DIFF

[6] Correlation theories of stationary stochastic processes. [J]. MATHEMATISCHE ANNALEN, 1934, 109 : 604 - 615

[7] Watson GS, 1951, THESIS N CAROLINA ST

[8] WHITTLE P, 1952, SKAND ACTUAR TIDSKR, V35, P200

[9] Whittle P, 1951, HYPOTHESIS TESTING T

[10] Generalized harmonic analysis. [J]. ACTA MATHEMATICA, 1930, 55 (01) : 117 - 258