Almost sure convergence analysis of autoregressive spectral estimation in additive noise

DOI10.1109/18.61104zbMath0709.62084OpenAlexW2003522593MaRDI QIDQ3492699

Elias Masry

Publication date: 1991

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.61104

zbMATH Keywords

spectral density functionnoisy observationsinnovation variancesignal processSharp rates of almost sure convergenceautoregressive spectral estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)

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