On the statistics of the estimated reflection coefficients of an autoregressive process (Q3685893)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the statistics of the estimated reflection coefficients of an autoregressive process |
scientific article |
Statements
On the statistics of the estimated reflection coefficients of an autoregressive process (English)
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1983
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estimated reflection coefficients
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autoregressive process
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maximum likelihood estimates
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asymptotic distribution
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multivariate Gaussian
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Cramér-Rao bound
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covariance matrix bound
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