Accurate estimation of the autocovariance function of random observations

Conference Record - IEEE Instrumentation and Measurement Technology Conference

Volumn 3, Issue , 2004, Pages 1735-1740

  Broersen, P M T ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Autocorrelation; Identification; Mean lagged products; Order selection; Spectral estimation

Indexed keywords

AUTOCORRELATION; MEAL LAGGED PRODUCTS; ORDER SELECTION; SPECTRAL ESTIMATION; TIME SERIES MODELS;

ALGORITHMS; COMPUTER SIMULATION; FOURIER TRANSFORMS; FUNCTIONS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; SPECTRUM ANALYSIS;

DATA PROCESSING;

EID: 4644335848     PISSN: 10915281     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IMTC.2004.1351416     Document Type: Conference Paper

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