Autoregressive estimation using residual energy ratios (Corresp.)

DOI10.1109/TIT.1978.1055905zbMath0395.93035MaRDI QIDQ4178877

Bradley W. Dickinson

Publication date: 1978

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

zbMATH Keywords

Least Squares EstimatesAutoregressive EstimatesCalculation of the EstimatesMaximum Entropy PropertiesPartial Correlation Coefficients

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Characterization of the partial autocorrelation function of nonstationary time series. ⋮ Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters

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