On the accuracy of estimating the parameters of a regular stationary process

DOI10.1109/18.508842zbMATH Open0857.60030OpenAlexW2144561385MaRDI QIDQ4885720FDOQ4885720

Authors: Joseph M. Francos, Benjamin Friedlander 

Publication date: 24 February 1997

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

Full work available at URL: https://doi.org/10.1109/18.508842

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zbMATH Keywords

stationary processWold decompositionCramer-Rao bounddeterministic processpurely indeterministic process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

Cited In (10)

• Parameter estimation of continuous-time stationary Gaussian processes with rational spectra
• COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS
• Title not available (Why is that?)
• Consistent estimates for hidden frequencies in stationary processes for irregularly observed data
• Title not available (Why is that?)
• Stability of linear stochastic 2-D homogeneous systems
• Title not available (Why is that?)
• Correct approximation of stationary distributions
• Title not available (Why is that?)
• The Cramér-Rao bound for continuous-time autoregressive parameter estimation with irregular sampling

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