Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters (Q3977957)

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Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters
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    Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters (English)
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    25 June 1992
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    Monte Carlo simulation
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    linear ARMA models
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    sampling properties
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    white- noise
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    time-series models
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    frequency-response
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    transfer function
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    spectrum analyzer
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    Fourier transforms
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    coherency
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    confidence interval
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    approximate linear least-squares approach
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    variance-estimators
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