A New ARMA Spectral Estimator

DOI10.2307/2289090zbMath0606.62103OpenAlexW4248354219MaRDI QIDQ3745112

Henry L. Gray, Wayne A. Woodward

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2289090

zbMATH Keywords

ARMAprefilterautoregressive moving averageBurg estimatesGray-Woodward spectral estimatorTsay-Tiao algorithmwide and narrow band data

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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