On the accuracy of estimating the parameters of a regular stationary process

DOI10.1109/18.508842zbMath0857.60030OpenAlexW2144561385MaRDI QIDQ4885720

Joseph M. Francos, Benjamin Friedlander

Publication date: 24 February 1997

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

Full work available at URL: https://doi.org/10.1109/18.508842

zbMATH Keywords

stationary processdeterministic processWold decompositionCramer-Rao boundpurely indeterministic process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

Related Items (1)

Stability of linear stochastic 2-D homogeneous systems

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