Estimation of the autoregressive parameters from observations of a noise corrupted autoregressive time series

Publisher Website

24 March 2005

conference paper
Published by Institute of Electrical and Electronics Engineers (IEEE)

https://doi.org/10.1109/icassp.1982.1171617

Abstract

No abstract available

Keywords

This publication has 3 references indexed in Scilit:

Estimation of Models of Autoregressive Signal Plus White Noise
The Annals of Statistics, 1974
Estimation of the autoregressive parameters of a mixed autoregressive moving-average time series
IEEE Transactions on Automatic Control, 1970
Some consequences of superimposed error in time series analysis
Biometrika, 1960