Modeling of continuous stochastic processes from discrete observations with application to sunspots data

Journal of the American Statistical Association

Volumn 69, Issue 346, 1974, Pages 325-329

  Phadke, M S ^a   Wu, S M ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84918948469     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1974.10482947     Document Type: Article

References (6)

1. Bartlett, M.S., “On Theoretical Specification of Sampling Properties of Autocorrelated Time Series,” Journal of the Royal Statistical Society, Ser. B, 8, No. 1 (1946), 27–41.
2. Box, G.E.P. and Jenkins, G.M., Time Series Analysis: Forecasting and Control, San Francisco: Holden-Day, Inc., 1970.
3. Doob, J.L., Stochastic Processes, New York: John Wiley and Sons, Inc., 1953.
4. Phadke, M.S., “Multiple Time Series Modeling and System Identification with Applications,” Ph.D. thesis, University of Wisconsin at Madison, 1973.
5. Whittle, P., “Estimation and Information in Stationary Time Series,” Arkiv fur Mathematic, 2, No. 23 (1953), 423–34.
6. Yule, G.U., “On a Method of Investigating Periodicities in Disturbed Time Series, with Special Reference to Wolfer’s Sunspot Numbers,” Philosophical Transactions, Ser. A, 226 (1927), 267–98.