Abstract
In the second part of this papersee [V. Yu. Terebizh, Astrofizika,40, 139 (1997)] we give results of an auxiliary nature for a first-order autoregression process. A formal statement of the problem of estimating the spectral density of a time series is given as an inverse problem of mathematical physics.
Similar content being viewed by others
Literature Cited
V. Yu. Terebizh,Astrofizika,40, 139 (1997) (part I of this series).
T. W. Anderson,The Statistical Analysis of Time Series, Wiley, New York (1971).
V. Yu. Terebizh,Analysis of Time Series in Astrophysics [in Russian], Nauka, Moscow (1992).
M. G. Kendall and A. Stuart,The Advanced Theory of Statistics, Vols. 2 and 3, Griffin, London (1969).
J. P. Burg, Paper presented at the 37th annual international meeting, Oklahoma City (1967).
A. A. Borovkov,Mathematical Statistics [in Russian], Nauka, Moscow (1984).
C. Shannon,Bell Syst. Tech. J.,27, 379, 623 (1948).
T. W. Anderson,An Introduction to Multivariate Statistical Analysis, Wiley, New York (1957).
H. Hotelling,J. Educ. Psych.,24, 417, 498 (1933).
R. Bellman,Introduction to Matrix Analysis, McGraw-Hill, New York (1960).
Author information
Authors and Affiliations
Additional information
The numbering of sections in this and the next three papers in this series is a continuation of the numbering in the first paper, printed in the preceding issue of the journal [Astrofizika,40, 139–148 (1997)].
Translated from Astrofizika, Vol. 40, No. 2, pp. 273–280, April–June, 1 997.
Rights and permissions
About this article
Cite this article
Terebizh, V.Y. Similarity law in the spectral estimation of a time series. II. Astrophysics 40, 178–182 (1997). https://doi.org/10.1007/BF03036111
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF03036111