Pages that link to "Item:Q3482739"
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The following pages link to SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA (Q3482739):
Displaying 14 items.
- Estimating the spectrum of a discrete-time stochastic process by an instrumental variable method (Q583169) (← links)
- On the statistics of estimated reflection and cepstrum coefficients of an autoregressive process (Q673710) (← links)
- Asymptotic analysis of a multiple frequency estimation method (Q689345) (← links)
- Autoregressive frequency detection using regularized least squares (Q972897) (← links)
- The asymptotic properties of the multichannel autoregressive spectral estimates (Q1262672) (← links)
- Asymptotic variance of the AR spectral estimator for noisy sinusoidal data (Q1315837) (← links)
- Asymptotic normality of sample autocovariances with an application in frequency estimation (Q1338753) (← links)
- Autoregressive modelling in vector spaces: An application to narrow-bandwidth spectral estimation (Q1349906) (← links)
- Estimation of the mixed AR and hidden periodic model (Q1367252) (← links)
- Variance expressions for spectra estimated using auto-regressions. (Q1421321) (← links)
- A New ARMA Spectral Estimator (Q3745112) (← links)
- Loss of spectral peaks in autoregressive spectral estimation (Q3746741) (← links)
- Autoregressive frequency estimation (Q3828919) (← links)
- A modified prony algorithm for estimating sinusoidal frequencies (Q4864211) (← links)
