On the computation of the Cramer-Rao bound for ARMA parameter estimation (Q3706376): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q741257 |
Changed an Item |
||
Property / author | |||
Property / author: Benjamin Friedlander / rank | |||
Normal rank |
Revision as of 22:03, 20 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the computation of the Cramer-Rao bound for ARMA parameter estimation |
scientific article |
Statements
On the computation of the Cramer-Rao bound for ARMA parameter estimation (English)
0 references
1984
0 references
Cramér-Rao lower bound
0 references
asymptotic form
0 references
ARMA models
0 references
explicit function of the model parameters
0 references