AR and ARMA spectral estimation (Q1262110)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: AR and ARMA spectral estimation |
scientific article; zbMATH DE number 4123266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AR and ARMA spectral estimation |
scientific article; zbMATH DE number 4123266 |
Statements
AR and ARMA spectral estimation (English)
0 references
1988
0 references
Different spectral estimation methods are compared using generated data from models with known spectra. Besides the classical Blackman-Tukey nonparametric estimates two parametric approaches are considered. One transforms estimated AR-models and the other estimated ARMA-models in the frequency range.
0 references
spectral estimation methods
0 references
Blackman-Tukey nonparametric estimates
0 references
AR- models
0 references
ARMA-models
0 references
