An empirical investigation of the properties of the autoregressive spectral estimator

DOI10.1109/TIT.1976.1055553zbMATH Open0333.62060MaRDI QIDQ4099103FDOQ4099103

Authors: Mostafa Kaveh, George R. Cooper 

Publication date: 1976

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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