Analysis of periodicity in hydrological sequences

On the Statistical Treatment of Linear Stochastic Difference Equations

H. B. Mann, Abraham Wald · Econometrica · 1943 · 768 citations

Engineering, Biostatistics, Mathematics +13

Spectral Analysis of Economic Time Series.

J. D. Sargan, Clive W. J. Granger, Michio Hatanaka · Economica · 1966 · 538 citations

Social Sciences, Business Economics, Economics +14

Distribution of the Serial Correlation Coefficient

R. L. Anderson · The Annals of Mathematical Statistics · 1942 · 470 citations · Full text

Natural Sciences, Psychology, Statistics +6

Spectral Analysis of Economic Time Series

James Hannan, Clive W. J. Granger, Michio Hatanaka · Econometrica · 1965 · 435 citations

Social Sciences, Business Economics, Economics +11

TESTS OF FIT IN TIME SERIES

Peter Whittle · Biometrika · 1952 · 92 citations

Computing, Biostatistics, Econometrics +11