On finite sample statistics for yule-walker estimates

IEEE Transactions on Information Theory

Volumn 49, Issue 2, 2003, Pages 509-516

  Wensink, Einar ^a   Dijkhof, Wilbert J ^b  

^a THALES AVIONICS   (France)

^b EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Autoregressive (AR); Parameter estimation; Reflection coefficient; Small samples; Taylor approximation

Indexed keywords

APPROXIMATION THEORY; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; POLYNOMIALS; WHITE NOISE;

AUTOREGRESSIVE (AR) MODELS;

STATISTICAL METHODS;

EID: 0037323166     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2002.807310     Document Type: Article

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