An efficient linear method for ARMA spectral estimation
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Publication:4286535
DOI10.1080/00207179408923081zbMATH Open0802.93059OpenAlexW1989311619MaRDI QIDQ4286535FDOQ4286535
Authors: Randolph L. Moses, Virginija Šimonytė, Petre Stoica, Torsten Söderström 
Publication date: 27 March 1994
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179408923081
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- Approximate maximum-likelihood approach to ARMA spectral estimation
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- SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES
- On some suboptimum ARMA spectral estimators
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Cited In (10)
- ARMA spectral estimation based on partial autocorrelations
- On Efficient AR Spectral Estimation for Long-Range Predictions
- An efficient algorithm for two-dimensional autoregressive spectrum estimation
- Approximate maximum-likelihood approach to ARMA spectral estimation
- Efficient Symmetric Algorithms for the Modified Covariance Method for Autoregressive Spectral Analysis
- Improving subband spectral estimation using modified AR model
- A Bayesian analysis of spectral ARMA model
- Title not available (Why is that?)
- Title not available (Why is that?)
- A block-data recursive-in-order method based on reflection coefficients for bispectrum estimation using AR-modeling
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