Estimation in the first-order moving average model through the finite autoregressive approximation

The Statistical Analysis of Time Series.

T. W. Anderson · Biometrics · 1995 · 2K citations

Computing, Mathematics, Probability Theory +13

The Statistical Analysis of Time Series.

Mark Priestley, T. W. Anderson · Journal of the Royal Statistical Society Series A (General) · 1972 · 1.3K citations

Computing, Mathematics, Probability Theory +13

Consistent Autoregressive Spectral Estimates

Kenneth N. Berk · The Annals of Statistics · 1974 · 591 citations

Computing, Economics, Forecasting +12

Power spectrum estimation through autoregressive model fitting

Hirotugu Akaike · Annals of the Institute of Statistical Mathematics · 1969 · 395 citations

Engineering, Data Science, Statistical Modeling +12

EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

J. Durbin · Biometrika · 1959 · 372 citations

Natural Sciences, Biostatistics, Econometrics +13