A new ARMA spectral estimator

DOI10.1109/TASSP.1980.1163448zbMath0519.62080MaRDI QIDQ3668688

Steven M. Kay

Publication date: 1980

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

autoregressive-moving averageARMA spectral estimatornonnegative spectral estimate

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

A note on maximum entropy spectrum estimation ⋮ Approximate maximum-likelihood approach to ARMA spectral estimation ⋮ Estimation of periodicities in hydrologic data

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