Bias of Autoregressive Spectral Estimators (Q5748784)
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scientific article; zbMATH DE number 4182661
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bias of Autoregressive Spectral Estimators |
scientific article; zbMATH DE number 4182661 |
Statements
1990
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spectral density
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bias
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unbiased estimation of entropy
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autoregressive processes
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autoregressive models
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polynomial function of time
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Yule- Walker spectral estimator
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least squares estimator
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Gaussian series
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bias approximations
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Bias of Autoregressive Spectral Estimators (English)
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0.8407794237136841
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0.8345016837120056
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0.8175880908966064
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0.8107591271400452
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