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Volumn , Issue , 2012, Pages 2348-2351

On moving average parameter estimation

Author keywords

[No Author keywords available]

Indexed keywords

AUTO-REGRESSIVE; AUTOREGRESSIVE MOVING AVERAGE; LINEAR METHODS; LINEAR OPERATIONS; MOVING AVERAGES; STATIONARY STOCHASTIC PROCESS; UNIT CIRCLES;

EID: 84869749175     PISSN: 22195491     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (11)

References (14)
  • 1
    • 85032762613 scopus 로고    scopus 로고
    • Model-order selection: A review of information criterion rules
    • P. Stoica and Y. Seĺen.Model-Order Selection: a Review of Information Criterion Rules. IEEE Sign. Proc. Mag., vol. 21, pp.36-47, 2004.
    • (2004) IEEE Sign. Proc. Mag. , vol.21 , pp. 36-47
    • Stoica, P.1    Seĺen, Y.2
  • 4
    • 0000070723 scopus 로고
    • Efcient estimation of parameters inmoving-averagemodels
    • J. Durbin. Efcient Estimation of Parameters inMoving-AverageModels. Biometrika, vol. 46, pp.306-316, 1959.
    • (1959) Biometrika , vol.46 , pp. 306-316
    • Durbin, J.1
  • 5
    • 0011798831 scopus 로고
    • Inverse autocorrelations
    • C. Chateld. Inverse Autocorrelations. J. R. Statist. Soc. A, vol. 142, pp.363-377, 1979.
    • (1979) J. R. Statist. Soc. A , vol.142 , pp. 363-377
    • Chateld, C.1
  • 6
    • 0020995462 scopus 로고
    • A simulation study of autoregressive and window estimators of the inverse correlation function
    • R.J. Bhansali. A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function. Applied Statist., vol. 32, pp.141-149, 1983.
    • (1983) Applied Statist. , vol.32 , pp. 141-149
    • Bhansali, R.J.1
  • 7
    • 0035308439 scopus 로고    scopus 로고
    • Cepstral coefcients, covariance lags, and pole-zero models for finite data strings
    • C.I. Byrnes, P. Enqvist and A. Lindquist. Cepstral Coefcients, Covariance Lags, and Pole-Zero Models for Finite Data Strings. IEEE Trans. Sign. Proc., vol. 49, pp.677-693, 2001.
    • (2001) IEEE Trans. Sign. Proc. , vol.49 , pp. 677-693
    • Byrnes, C.I.1    Enqvist, P.2    Lindquist, A.3
  • 8
    • 19944383824 scopus 로고    scopus 로고
    • A convex optimization approach to arma(n,m) model design from covariance and cepstral data
    • P. Enqvist. A Convex Optimization Approach to ARMA(n,m) Model Design from Covariance and Cepstral Data. SIAM J. Control Optim., vol. 43, pp.1011-1036, 2004.
    • (2004) SIAM J. Control Optim. , vol.43 , pp. 1011-1036
    • Enqvist, P.1
  • 9
    • 85032751185 scopus 로고    scopus 로고
    • Smoothed nonparametric spectral estimation via cepstrum thresholding
    • P. Stoica and N. Sandgren. Smoothed Nonparametric Spectral Estimation via Cepstrum Thresholding. IEEE Sign. Proc. Mag., vol. 23, pp.34-45, 2006.
    • (2006) IEEE Sign. Proc. Mag. , vol.23 , pp. 34-45
    • Stoica, P.1    Sandgren, N.2
  • 10
    • 33947411215 scopus 로고    scopus 로고
    • Total-variance reduction via thresholding: Application to cepstral analysis
    • P. Stoica and N. Sandgren. Total-Variance Reduction via Thresholding: Application to Cepstral Analysis. IEEE Trans. Sign. Proc., vol. 55, pp.66-72, 2007.
    • (2007) IEEE Trans. Sign. Proc. , Issue.55 , pp. 66-72
    • Stoica, P.1    Sandgren, N.2
  • 11
    • 0034258679 scopus 로고    scopus 로고
    • Spectral estimation of arma processes using arma-cepstrum recursion
    • A. Kaderli and A.S. Kayhan. Spectral Estimation of ARMA Processes Using ARMA-Cepstrum Recursion. IEEE Sign. Proc. Lett., vol. 7, pp.259-261, 2000.
    • (2000) IEEE Sign. Proc. Lett. , vol.7 , pp. 259-261
    • Kaderli, A.1    Kayhan, A.S.2
  • 13
    • 0019556959 scopus 로고
    • Direct (nonrecursive) relations between cepstrum and predictor coefcients
    • M.R. Schroeder. Direct (Nonrecursive) Relations Between Cepstrum and Predictor Coefcients. IEEE Trans. Acoust. Speech Sign. Proc., vol. 29, pp.297-301, 1981.
    • (1981) IEEE Trans. Acoust. Speech Sign. Proc. , vol.29 , pp. 297-301
    • Schroeder, M.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.