A general lower bound for parametric spectrum estimation

DOI10.1109/TASSP.1984.1164392zbMath0583.62082MaRDI QIDQ3706377

Boaz Porat, Benjamin Friedlander

Publication date: 1984

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

zbMATH Keywords

ARMA and AR-plus-noise modelslower bound on the variance of parametric spectral estimatorszero-mean Gaussian stationary time series

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Parameter estimation of continuous-time stationary Gaussian processes with rational spectra ⋮ An efficient linear method for ARMA spectral estimation ⋮ Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation

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