Parameter estimation and GLRT detection in colored non-Gaussian autoregressive processes (Q5749216)
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scientific article; zbMATH DE number 4183314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation and GLRT detection in colored non-Gaussian autoregressive processes |
scientific article; zbMATH DE number 4183314 |
Statements
Parameter estimation and GLRT detection in colored non-Gaussian autoregressive processes (English)
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1990
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Cramer-Rao bounds
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signal amplitude
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noise parameters
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least squares (LS) estimation
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maximum likelihood estimation
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colored non-Gaussian noise
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generalized likelihood ratio test
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