Abstract
IN his review1 of M. G. Kendall‘s brochure2 on oscillatory time-series, David G. Kendall made the pertinent observation that the smoothing of periodograms obtained from autoregressive or other time-series with continuous spectra is equivalent to considering the first few sample autocorrelations. I had arrived at a similar conclusion, though possibly by an alternative route, having noticed that the averaging of periodograms obtained from contiguous lengths of series is approximately equivalent to a truncation of the correlogram at a point represented by the length of the subseries. From preliminary computation already made on M. G. Kendall‘s artificial series to test out this smoothing device, it appears promising.
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References
Nature, 161, 187 (1948).
"Contributions to the Study of Oscillatory Time-Series" (Cambridge, 1946).
See Wold, H., "Analysis of Stationary Time-Series" (Uppsala, 1938).
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Bartlett, M. Smoothing Periodograms from Time-Series with Continuous Spectra. Nature 161, 686–687 (1948). https://doi.org/10.1038/161686a0
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DOI: https://doi.org/10.1038/161686a0
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