A New ARMA Spectral Estimator

DOI10.2307/2289090MaRDI QIDQ3745112zbMATH OpenOpenAlexFDO

Authors Henry L. Gray, Wayne A. Woodward

Publication date 1986

Full work available at URL https://doi.org/10.2307/2289090

zbMATH Keywords

ARMAautoregressive moving averageprefilterBurg estimatesGray-Woodward spectral estimatorTsay-Tiao algorithmwide and narrow band data

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(17)

• ARMA spectral estimation based on partial autocorrelations
• A closed-form ARMA-based ML-estimator of a single-tone frequency
• New approximation for ARMA parameters estimate
• On Efficient AR Spectral Estimation for Long-Range Predictions
• A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process
• Approximate maximum-likelihood approach to ARMA spectral estimation
• scientific article; zbMATH DE number 839299 (Why is no real title available?)
• Parametric estimation for ARFIMA models via spectral methods
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• An efficient linear method for ARMA spectral estimation
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• Improving subband spectral estimation using modified AR model
• A new approach to spectral estimation: A tunable high-resolution spectral estimator.
• ON GENERALIZED FRACTIONAL PROCESSES
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