Information tradeoffs in using the sample autocorrelation function in ARMA parameter estimation (Q3707199)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information tradeoffs in using the sample autocorrelation function in ARMA parameter estimation |
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Information tradeoffs in using the sample autocorrelation function in ARMA parameter estimation (English)
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1984
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efficiency bounds
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poles
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zeros
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ARMA process
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autocorrelation
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white noise
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Cramér-Rao bounds
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generalized error covariance
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