ARMA spectral estimation based on partial autocorrelations

DOI10.1007/BF01599075zbMath0535.93060MaRDI QIDQ791492

Boaz Porat

Publication date: 1983

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

stationary time series; autoregressive moving-average parameters; partial autocorrelations

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

93E10: Estimation and detection in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

Related Items

ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis

Cites Work

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