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

IEEE Transactions on Information Theory

Volumn 42, Issue 4, 1996, Pages 1202-1211

  Friedlander, Benjamin ^a,b   Francos, Joseph ^a,c  

^a IEEE

^b University of California   (United States)

^c BEN GURION UNIVERSITY OF THE NEGEV   (Israel)

Author keywords

Cramer Rao bound; Deterministic process; Purely indeterministic process; Stationary process; Wold decomposition

Indexed keywords

ASYMPTOTIC STABILITY; HARMONIC ANALYSIS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM PROCESSES; SPECTRUM ANALYSIS;

CRAMER-RAO BOUND; DETERMINISTIC PROCESS; PURELY INDETERMINISTIC PROCESS; STATIONARY PROCESS; WOLD DECOMPOSITION;

INFORMATION THEORY;

EID: 0030196713     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.508842     Document Type: Article

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