Asymptotic bias of the high-order autoregressive estimates of sinusoidal frequencies
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Publication:1091999
DOI10.1007/BF01599995zbMath0623.93070OpenAlexW2057097497MaRDI QIDQ1091999
Torsten Söderström, Benjamin Friedlander, Petre Stoica
Publication date: 1987
Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01599995
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (2)
SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA ⋮ Autoregressive frequency detection using regularized least squares
Cites Work
- High-resolution spectral analysis using multiple-interval adaptive prediction
- Frequency estimation with maximum entropy spectral estimators
- A parameter estimation approach to estimation of frequencies of sinusoids
- The effects of noise on the autoregressive spectral estimator
- Linear Statistical Inference and its Applications
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