Performance contours of autoregressive estimates

DOI10.1109/29.1566MaRDI QIDQ3792603zbMATH OpenOpenAlexFDO

Authors Shiping Li, Bradley W. Dickinson

Publication date 1988

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/29.1566

zbMATH Keywords

autoregressive (AR) modelparameter estimates

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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