Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
A. van den Bos: IEEE Trans. IT-17, 493–494 (1971)
J. P. Burg: “Maximum entropy spectral analysis”, in 37th Ann. Intern. Meet. Soc. Explor. Geophys., Oklahoma City, Okla., Oct. (1967)
J.P.Burg: “A new analysis technique for time series data”. Adv. Study Inst. on Signal Processing NATO, Enschede, Holland (1968)
J.P.Burg: “Maximum entropy spectral analysis”; Ph.D. Thesis, Stanford University, Palo Alto, Calif. (1975)
H. Wold: A Study in the Analysis of Stationary Time Series (Almqvist and Wiksell, Uppsala 1938)
S. Treitel, P. R. Gutowski, E. A. Robinson: “Empirical spectral analysis revisited”, in Topics in Numerical Analysis, ed. by J.H. Miller (Academic Press, New York 1977) pp. 429–446
R. H. Jones: Technometrics 7, 531–542 (1965)
R. B. Blackman, J. W. Tukey: The Measurement of Power Spectra from the Point of View of Communications Engineering (Dover, New York 1959)
L.J. Griffiths: IEEE Trans. ASSP-23, 207–222 (1975)
A.J.Jurkevics, T.J.Ulrych: “Representing and simulating strong ground motion”. B.S.S.A. 68 (3),781–801 (1978)
M.Ooe: Geophys. J. R. Astron. Soc. 53, 445–457 (1978)
G.T.Wilson: SIAM J. Num. Anal. 6,1 (1969)
E. A. Robinson: “Recursive decomposition of stochastic processes”, in Econometric Model Building, ed. by H.O. Wold (North-Holland, Amsterdam 1964) pp. 111–168
T.J. Ulrych, T. N. Bishop: Rev. Geophys. 13, 183–200 (1975)
J.Makhoul: Proc. IEEE 63, 561–580 (1975)
T.J.Ulrych, R.W.Clayton: Phys. Earth Planet. Inter. 12, 188–200 (1976)
J. D. Markel, A. H. Gray: Linear Prediction of Speech, Communication and Cybernetics, Vol. 12 (Springer, Berlin, Heidelberg, New York 1976)
J. Scargle: “Studies in Astronomical Time Series Analysis: Modeling Random Processes in the Time Domain”. NASA Tech. Memo. (1976)
G. E. P. Box, G. M. Jenkins: Time Series Analysis: Forecasting and Control, rev. ed. (Holden-Day 1976)
G. U. Yule: Philos. Trans. R. Soc. London, Ser. A 226, 267–298 (1927)
D. E. Smylie, G. K. C. Clarke, T. J. Ulrych: Methods Comput. Phys. 13, 391–430 (1973)
J. A. Edward, M. M. Fitelson: IEEE Trans. IT-19, 232 (1973)
R. E. Kromer: “Asymptotic properties of the autoregressive spectral estimator”; Ph.D. dissertation, Tech. Rpt. 13, Dept. of Statistics, Stanford University, Stanford, Calif. (1969)
H.Akaike: Ann. Inst. Statist. Math. 21, 407–419 (1969)
K.N.Berk: Ann. Statistics 2, 489–502 (1974)
A. B. Baggeroer: IEEE Trans. IT-22, 534–545 (1976)
H. Akaike: Ann. Inst. Statist. Math. 22, 203–217 (1970)
H. Akaike: “Use of an information theoretic quantity for statistical model indentification”, in Proc. 5th Hawaii Intern. Conf. on System Sciences, 99–101 (1972)
H. Akaike: IEEE Trans. AC-19, 716–723 (1974)
T. E.Landers, R. T.Lacoss: IEEE Trans. GE-15 (1), 26–33 (1977)
E.Parzen: “Multiple time series: Determining the order of approximating autoregressive schemes”; Tech. Rpt. 23, Statistical Sci. Div., State Univ. New York at Buffalo (1976)
S. L. Marple: “Resolution of conventional Fourier, autoregressive, and special ARMA methods of spectrum analysis”. IEEE Intern. Conf. on ASSP, Hartford, Conn. (1977)
O. I. Frost: “Power spectrum estimation”, in 1976 NATO Advanced Study Institute on Signal Processing with Emphasis on Underwater Acoustics, Portovenere (La Spezia), Italy (1976)
G. M. Jenkins, D. G. Watts: Spectral Analysis and its Applications (Holden-Day, San Francisco 1969)
S. Treitel, T. J. Ulrych: IEEE Trans. ASSP-27, 99–100 (1979)
E. A. Robinson: “Structural properties of stationary stochastic processes with applications”, in Proc. of the Symposium on Time Series Analysis (Wiley and Sons, New York 1963) pp. 170–196
E. A. Robinson: Statistical Communication and Detection (Charles Griffin, London 1967) pp. 172–174
E. A.Guillemin: The Mathematics of Circuit Analysis (Wiley and Sons, New York 1949)
K. L. Peacock, S. Treitel: Geophys. 34, 155–169 (1969)
N. Levinson: J. Math. Phys. 25, 261–278 (1947)
J. F. Claerbout: Fundamentals of Geophysical Data Processing (McGraw-Hill, New York 1976)
N.O. Andersen: Geophys. 39, 69–72 (1974)
A. H. Nuttal: “Scientific and Engineering Studies: Spectral Estimation”; Naval Underwater Systems Center (1978)
R. L. Kayshap, A. R. Rao: Automatica 9, 175–183 (1973)
R. L. Kayshap: IEEE Trans. AC-19,13–21 (1974)
A. J.Berkhout, P.R. Zaanen: Geophys. Prospect. XXIV (1), 141–197 (1976)
W. Y. Chen, G. R. Stegen: J. Geophys. Res. 79, 3019–3022 (1974)
D. N. Swingler: “Fundamental limitations of Burg's maximum entropy spectral analysis technique” (unpublished manuscript 1977)
J.Makhoul: IEEE Trans. ASSP 25, 423–428 (1977)
E. Widrow, M. E. Hoff: “Adaptive switching circuits”, in IRE WESCON Convention Rec., Pt. 4, pp. 96–104 (1960)
L.J.Griffiths, R.Prieto-Diaz: IEEE Trans. GE-15 (1), 13–25 (1977)
H. Robbins, S. Monroe: Ann. Math. Stat. 22, 400–407 (1951)
B. Widrow: “Adaptive filters”, in Aspects of Network and System Theory, ed. by R. E. Kalman, N. DeClaris (Holt, Rinehart, and Winston, New York 1970)
R.J.Wang, S.Treitel: Geophys. Prospect. XIX (4) 718–728 (1971)
B.Widrow, J.M. McCool, M.G. Larimore, C.R.Johnson, Jr.: Proc. IEEE 64,1521–1529 (1976)
E. A. Robinson, S.Treitel: Geophys. Prospect. 25, 434–459 (1977)
M.S.Bartlett: J. R. Statist. Soc. Suppl. B8, 27–41 (1946)
J. Perl, L. L. Scharf: IEEE Trans. ASSP-25 (2), 143–151 (1977)
M.Pagano: Ann. Statistics 2, 99–108 (1974)
R.K.Mehra: IEEE Trans. AC-16, 12–21 (1971)
D. J. Krause, D. Graupe: “identification of autoregressive moving-average predictor models”, in Proc. 2nd Symp. on Nonlinear Estimation Theory and Its Applications, Harold W. Sorenson, chairman, 174–182 (1971)
W. Gersch: IEEE Trans. AC-15, 583–588 (1970)
H. Akaike: Biometrika 60, 2, 255–265 (1973)
H. Akaike, E. Arahata, T.Ozaki: TIMSAC-74, A time series analysis and control program package (1). Computer Science Monographs, No. 5, A publication of the Inst. Statist. Math. (1975)
W.Gersch, N.N.Nielson, H. Akaike: J. Sound Vib. 31 (3), 295–308 (1973)
H. Akaike: Ann. Inst. Statist. Math. 26, 363–387 (1974)
H.Tong: IEEE Trans. IT-21, 476–480 (1975)
H.Tong: IEEE Trans. IT-22, 493–496 (1976)
H.Tong: IEEE Trans. IT-23, 409–410 (1977)
V.F.Pisarenko: Geophys. J. R. Astron. Soc. 33, 347–366 (1973)
W. Gersch, D. R. Sharpe: IEEE Trans. AC-18, 367–369 (1973)
E. H. Satorius, S. T. Alexander: “High resolution spectral analysis of sinusoids in correlated noise”, in IEEE Intern. Conf. on Acoust., Speech, and Signal Processing, Tulsa, Okla. (1978)
W. C. Devidon: Comput. J. 10, 406–410 (1968)
W. C. Devidon: “Variance algorithms for minimization”, in Optimization, ed. by R. Fletcher (Academic Press, London 1969) pp. 13–20
H. Akaike: “Information theory and extension of the maximum likelihood principle”, in Proc. 2nd Intern. Symp. on Information Theory, ed. by B.N.Petrov, F.Csaki (Akademiai Kiado, Budapest 1973) pp. 267–281
S. Kullback, R. A. Leibler: Ann. Math. Statistics 22, 79–86 (1951)
H.Jeffreys: Mon. Not. Roy. Astron. Soc. 100, 139–155 (1940)
G. Colombo, I. I. Shapiro: Nature 217, 156–157 (1968)
R.O. Vincente, S. Yumi: Publ. Int. Latit. Obs. Mizusawa 7, 1, 41–50 (1969)
R.O. Vincente, S. Yumi: Publ. Int. Latit. Obs. Mizusawa 7, 2, 109–112 (1970)
S. Yumi: 1971–1976, Ann. Rpt. of IPMS for the years 1969–1974
M.Ooe, Y. Kaneko, H. Akaike: Publ. Int. Latit. Obs. Mizusawa 11, 1, 1–9 (1977)
Editor information
Rights and permissions
Copyright information
© 1979 Springer-Velrag
About this chapter
Cite this chapter
Ulrych, T.J., Ooe, M. (1979). Autoregressive and mixed autoregressive-moving average models and spectra. In: Haykin, S. (eds) Nonlinear Methods of Spectral Analysis. Topics in Applied Physics, vol 34. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-12386-5_10
Download citation
DOI: https://doi.org/10.1007/3-540-12386-5_10
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-12386-6
Online ISBN: 978-3-540-70752-3
eBook Packages: Springer Book Archive