Automatic spectral analysis with time series models

IEEE Transactions on Instrumentation and Measurement

Volumn 51, Issue 2, 2002, Pages 211-216

  Broersen, Piet M T ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Covariance estimation; Identification; Order selection; Parametric model; Spectral estimation

Indexed keywords

ALGORITHMS; FOURIER TRANSFORMS; MAXIMUM LIKELIHOOD ESTIMATION; SPECTRUM ANALYSIS;

COVARIANCE ESTIMATION;

TIME SERIES ANALYSIS;

EID: 0036543469     PISSN: 00189456     EISSN: None     Source Type: Journal    
DOI: 10.1109/19.997814     Document Type: Article

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