USING PERIODIC AUTOREGRESSIONS FOR MULTIPLE SPECTRAL ESTIMATION Academic Article

abstract

• A new method of estimating the spectral density of a multiple time series based on the concept of periodically stationary autoregressive processes is described and illustrated. It is shown that the method can often overcome some difliculties inherent in the traditional smoothed periodogram and autoregressive spectral-estimation methods and that additional insights into the structure of a multiple time series can be obtained by using periodic autoregressions. 1982 Taylor & Francis Group, LLC.

authors

• Newton, H. Joseph

published proceedings

• TECHNOMETRICS

author list (cited authors)

• NEWTON, H. J.

citation count

• 22

complete list of authors

• NEWTON, HJ

publication date

• May 1982

publisher

• Taylor & Francis  Publisher

keywords

• 49 Mathematical Sciences
• 4905 Statistics

Digital Object Identifier (DOI)

• 10.2307/1268487

start page

• 109

end page

• 116

volume

• 24

issue

• 2

URL

• http://dx.doi.org/10.1080/00401706.1982.10487731