Modified Durbin method for accurate estimation of moving-average models

IEEE Transactions on Instrumentation and Measurement

Volumn 58, Issue 5, 2009, Pages 1361-1369

  Broersen, Piet M T ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Autoregressive (AR) models; Model error; Order selection; Spectral analysis; Time series; Triangular bias

Indexed keywords

AUTOREGRESSIVE (AR) MODELS; MODEL ERROR; ORDER SELECTION; SPECTRAL ANALYSIS; TRIANGULAR BIAS;

ESTIMATION; FABRICS; SPECTRUM ANALYSIS; SPECTRUM ANALYZERS; TIME SERIES ANALYSIS;

ARGON;

EID: 67349151318     PISSN: 00189456     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIM.2008.2009183     Document Type: Conference Paper

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