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ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis - MaRDI portal

ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis

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Publication:1076661

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DOI10.1007/BF01605426zbMath0593.93062MaRDI QIDQ1076661

Boaz Porat, Yonina Rosen

Publication date: 1985

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

asymptotic accuracy autoregressive moving-average estimation least-squares performance criterion sample partial autocorrelation

Mathematics Subject Classification ID

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