Bias of Autoregressive Spectral Estimators (Q5748784)

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scientific article; zbMATH DE number 4182661
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    Bias of Autoregressive Spectral Estimators
    scientific article; zbMATH DE number 4182661

      Statements

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      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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