On spectral analysis using models with pre-specified zeros (Q4451714)
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scientific article; zbMATH DE number 2048389
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| English | On spectral analysis using models with pre-specified zeros |
scientific article; zbMATH DE number 2048389 |
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On Spectral Analysis Using Models with Pre-specified Zeros (English)
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On spectral analysis using models with pre-specified zeros (English)
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1 March 2004
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spectral analysis
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rational covariance extension
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orthogonal rational functions
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ARMA model estimation
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prediction error method
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0.7952938675880432
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0.7687592506408691
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In this overview paper the author discusses and compares two approaches to spectral estimation. The first approach is based on the results by Lindquist and co-workers on the rational covariance extension problem. The second approach to ARMA model estimation is to use a prediction error method based on generalizing AR-modeling using orthogonal rational filters. For the entire collection see [Zbl 1005.00024].
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