Asymptotic Cramér-Rao Bound for Noise-Compensated Autoregressive Analysis

DOI10.1109/TCSI.2012.2185277zbMath1468.62349OpenAlexW1966774326MaRDI QIDQ5008907

O. Michael Melko, Luis Weruaga

Publication date: 26 August 2021

Published in: IEEE Transactions on Circuits and Systems I: Regular Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tcsi.2012.2185277

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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