Two-dimensional model-based power spectrum estimation for nonextendible correlation bisequences (Q1366458)
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scientific article; zbMATH DE number 1059951
| Language | Label | Description | Also known as |
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| English | Two-dimensional model-based power spectrum estimation for nonextendible correlation bisequences |
scientific article; zbMATH DE number 1059951 |
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Two-dimensional model-based power spectrum estimation for nonextendible correlation bisequences (English)
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10 September 1997
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The extendibility of partial correlation bisequences is investigated in terms of the generating function of block Toeplitz with Toeplitz block matrices. Then, it is shown that periodogram-based partial correlation bisequences are extendible. The asymptotic equivalence of the MEM and ML estimators are re-examined in terms of the extendibility of the non-causal AR model.
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spectral estimators
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Toeplitz matrix
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periodogram
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extendibility of partial correlation bisequences
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