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A New ARMA Spectral Estimator - MaRDI portal

A New ARMA Spectral Estimator (Q3745112)

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scientific article
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English
A New ARMA Spectral Estimator
scientific article

    Statements

    author
    Henry L. Gray
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    Wayne A. Woodward
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    publication date
    1986
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    zbMATH Keywords
    autoregressive moving average
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    ARMA
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    Gray-Woodward spectral estimator
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    wide and narrow band data
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    prefilter
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    Burg estimates
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    Tsay-Tiao algorithm
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    title
    A New ARMA Spectral Estimator (English)
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    Identifiers

    DOI
    10.2307/2289090
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    zbMATH DE Number
    3980306
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    OpenAlex ID
    W4248354219
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