Normality of a non-linear transformation of AR parameters: application to reflection and cepstrum coefficients.

DOI10.1016/S0165-1684(97)00112-6zbMath1053.62559MaRDI QIDQ1274478

Jean-Yves Tourneret

Publication date: 12 January 1999

Published in: Signal Processing (Search for Journal in Brave)

zbMATH Keywords

EstimationPattern recognitionReflection coefficientsCepstrum coefficientsAR parametersNon-Gaussian processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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