Efficient Estimation of Parameters for Non-Gaussian Autoregressive Processes

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volumn 37, Issue 6, 1989, Pages 785-794

  Sengupta, Debasis ^a   Kay, Steven ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF RHODE ISLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES--LEAST SQUARES APPROXIMATIONS; NOISE, ACOUSTIC--WHITE NOISE;

LINEAR PREDICTION ESTIMATOR; MAXIMUM LIKELIHOOD ESTIMATOR; NON GAUSSIAN AUTOREGRESSIVE PROCESS; PARAMETERS ESTIMATION;

STATISTICAL METHODS;

EID: 0024683622     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/ASSP.1989.28052     Document Type: Article

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