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Cramer-Rao bounds for AR parameter and reflection coefficient estimators - MaRDI portal

Cramer-Rao bounds for AR parameter and reflection coefficient estimators (Q3823030)

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Cramer-Rao bounds for AR parameter and reflection coefficient estimators
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    Cramer-Rao bounds for AR parameter and reflection coefficient estimators (English)
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    1989
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    finite sample Cramér-Rao bound
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    Gaussian autoregressive model
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    closed form
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    Quick algorithms
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    reflection coefficients
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