Linear estimation of stationary autoregressive processes

DOI10.5402/2011/138683zbMath1216.62140OpenAlexW2015511169WikidataQ58688729 ScholiaQ58688729MaRDI QIDQ630815

Reza Dianat, Farokh A. Marvasti

Publication date: 22 March 2011

Published in: ISRN Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2011/138683

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

• Parameter estimation of autoregressive signals from observations corrupted with colored noise
• Autoregressive parameter estimation from noisy data
• Nonparametric detection with autoregressive data
• Identification of Time-Varying Autoregressive Systems Using Maximuma PosterioriEstimation

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