An improved estimation method for univariate autoregressive models
- 1 November 1988
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 27 (2) , 422-433
- https://doi.org/10.1016/0047-259x(88)90139-x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Bias of some commonly-used time series estimatesBiometrika, 1983
- A Study of Autoregressive and Window Spectral EstimationJournal of the Royal Statistical Society Series C: Applied Statistics, 1981
- Maximum entropy spectral analysis and autoregressive decompositionReviews of Geophysics, 1975
- ON THE CALCULATION OF FILTER COEFFICIENTS FOR MAXIMUM ENTROPY SPECTRAL ANALYSISGeophysics, 1974