Statistical properties of AR spectral analysis

DOI10.1109/TASSP.1979.1163255zbMath0423.62074OpenAlexW2054632834MaRDI QIDQ3857616

Hideaki Sakai

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1109/tassp.1979.1163255

zbMATH Keywords

autoregressionasymptotic variancesestimations of covariance functionperiodogram techniquezero-mean stationary Gaussian noise

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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