The effect of order estimation on estimating the peak frequency of an autoregressive spectral density (Q3796594)
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scientific article; zbMATH DE number 4062420
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| English | The effect of order estimation on estimating the peak frequency of an autoregressive spectral density |
scientific article; zbMATH DE number 4062420 |
Statements
The effect of order estimation on estimating the peak frequency of an autoregressive spectral density (English)
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1988
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order estimation
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spectral estimator
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spectral density
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consistency
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Yule-Walker estimates
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autoregressive process
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asymptotic results
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peak frequency estimator
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0.828070342540741
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0.7817822098731995
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0.765852689743042
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0.763775110244751
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