On the CRLB for combined model and model-order estimation of stationary stochastic processes

IEEE Signal Processing Letters

Volumn 11, Issue 2 PART II, 2004, Pages 293-296

  Ninness, Brett ^a  

^a UNIVERSITY OF NEWCASTLE   (Australia)

Author keywords

Autoregressive moving average (ARMA) modeling; Cram r Rao bound; Maximum likelihood estimation; Spectrum estimation

Indexed keywords

FREQUENCY DOMAIN ANALYSIS; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; RANDOM PROCESSES; SPECTRUM ANALYSIS;

AUTOREGRESSIVE MOVING AVERAGE MODELING; CRAMER RAO BOUND; SPECTRAL DENSITY ESTIMATION;

SIGNAL PROCESSING;

EID: 0442311201     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/LSP.2003.821752     Document Type: Article

References (7)

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7. S. Kay and S. Marple, "Spectrum analysis-a modern perspective," Proc. IEEE, vol. 69, pp. 1380-1416, Nov. 1981.