Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters (Q3977957)

From MaRDI portal





scientific article; zbMATH DE number 13408
Language Label Description Also known as
English
Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters
scientific article; zbMATH DE number 13408

    Statements

    Statistical properties of frequency response estimators and the determination of confidence intervals for transfer function parameters (English)
    0 references
    0 references
    0 references
    25 June 1992
    0 references
    Monte Carlo simulation
    0 references
    linear ARMA models
    0 references
    sampling properties
    0 references
    white- noise
    0 references
    time-series models
    0 references
    frequency-response
    0 references
    transfer function
    0 references
    spectrum analyzer
    0 references
    Fourier transforms
    0 references
    coherency
    0 references
    confidence interval
    0 references
    approximate linear least-squares approach
    0 references
    variance-estimators
    0 references

    Identifiers