Asymptotic statistical properties of AR spectral estimators for processes with mixed spectra

IEEE Transactions on Information Theory

Volumn 48, Issue 4, 2002, Pages 909-917

  Lau, Soon Sen ^b   Sherman, Peter J ^a,c   White, Langford B ^a,d  

^a IEEE

^b QUALCOMM INC   (United States)

^c IOWA STATE UNIVERSITY   (United States)

^d UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

Asymptotic normality; Autoregressive (AR) model; Mixed spectrum processes; Spectral analysis

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; RANDOM PROCESSES; REGRESSION ANALYSIS;

ASYMPTOTIC NORMALITY;

SPECTRUM ANALYSIS;

EID: 0036539952     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.992779     Document Type: Article

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