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On a simplified method of the estimation of the correlogram for a stationary Gaussian process

  • Mituaki Huzii
Article

Keywords

Probability Density Function Unbiased Estimate Remote Monitoring Joint Probability Density Function Autocovariance Function 
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References

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    J. L. Doob, Stochastic processes, New York, 1952.Google Scholar
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    S. O. Rice, “Mathematical analysis of random noise,” Bell. Syst. Tech. J., Vols. 23, 24 (1944-45).Google Scholar
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    R. Kawashima, “On remote monitoring of ship’s motions-II,”Journal of the Nautical Society of Japan (in Japanese), Vol. 27 (1962), pp. 11–17.Google Scholar
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    K. Takahasi and K. Husimi, “Vibrating systems exposed to irregular forces,”Geophysical Magagine, Vol. 9 (1935), pp. 29–48.MATHGoogle Scholar
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    H. Akaike, “Undamped oscillation of the sample autocovariance function and the effect of prewhitening operation,”Ann. Inst. Stat. Math., Vol. 13 (1961), pp. 127–143.MathSciNetMATHCrossRefGoogle Scholar

Copyright information

© Institute of Statistical Mathematics 1962

Authors and Affiliations

  • Mituaki Huzii
    • 1
  1. 1.The Institute of Statistical MathematicsUSA

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