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Original Articles

Preliminary Estimation in Gaussian Stationary Processes

Pages 742-747 | Received 15 Oct 2007, Accepted 28 May 2008, Published online: 13 Feb 2009

References

  • Box , G. E. P. , Jenkins , G. M. ( 1976 ). Time Series Analysis Forecasting and Control . San Francisco : Holden Day .
  • Harvey , A. C. ( 1990 ). Forecasting, Structural Time Series Models and the Kalman Filter . Cambridge : Cambridge University Press .
  • Hotteling , H. ( 1953 ). New light on the correlation coefficient and its transform . J. Roy. Statist. Soc., Ser. B. 15 : 193 – 292 .
  • Mood , A. M. , Franklin , A. G. , Boes , D. C. ( 1974 ). Introduction to the Theory of Statistics . Kogakusha, Tokyo : McGraw-Hill .
  • Winterbottom , A. ( 1979 ). A note on the derivation of Fisher's transformation of the correlation coefficient . Amer. Statistician 33 : 142 – 143 .

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