Asymptotic statistical properties of AR spectral estimators for processes with mixed spectra

DOI10.1109/18.992779zbMATH Open1060.62101OpenAlexW2169914707MaRDI QIDQ4674472FDOQ4674472

Authors: Soon-Sen Lau, P. J. Sherman, Langford B. White 

Publication date: 11 May 2005

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

Full work available at URL: http://hdl.handle.net/2440/2392

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Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited In (4)

• Autoregressive frequency detection using regularized least squares
• Title not available (Why is that?)
• Asymptotic variance of the AR spectral estimator for noisy sinusoidal data
• SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA

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