Autoregressive spectral estimation in additive noise (Q3793583)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4058702
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Autoregressive spectral estimation in additive noise |
scientific article; zbMATH DE number 4058702 |
Statements
Autoregressive spectral estimation in additive noise (English)
0 references
1988
0 references
central limit theorems
0 references
discrete-parameter stationary Gaussian autoregressive (AR) process
0 references
spectral estimator
0 references
high-order Yule-Walker equations
0 references
joint asymptotic normality
0 references
asymptotic expression for the covariance matrix of the limiting distribution
0 references
0.8164251446723938
0 references
0.8137460947036743
0 references
0.7992292642593384
0 references
