Bias of Autoregressive Spectral Estimators
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Publication:5748784
DOI10.2307/2289606zbMath0717.62087OpenAlexW4240348499MaRDI QIDQ5748784
Publication date: 1990
Full work available at URL: https://doi.org/10.2307/2289606
biasautoregressive modelsspectral densityautoregressive processesleast squares estimatorGaussian seriesbias approximationspolynomial function of timeunbiased estimation of entropyYule- Walker spectral estimator
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