On the computation of the Cramer-Rao bound for ARMA parameter estimation (Q3706376): Difference between revisions
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Latest revision as of 13:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the computation of the Cramer-Rao bound for ARMA parameter estimation |
scientific article |
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On the computation of the Cramer-Rao bound for ARMA parameter estimation (English)
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1984
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Cramér-Rao lower bound
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asymptotic form
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ARMA models
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explicit function of the model parameters
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