Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters (Q3977957)
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scientific article; zbMATH DE number 13408
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| English | Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters |
scientific article; zbMATH DE number 13408 |
Statements
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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0.7823557257652283
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0.780461847782135
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0.7746240496635437
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