Statistically/Computationally efficient estimation of non-Gaussian autoregressive processes
- 24 March 2005
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 12, 45-48
- https://doi.org/10.1109/icassp.1987.1169857
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Efficient estimation of parameters for non-Gaussian autoregressive processesIEEE Transactions on Acoustics, Speech, and Signal Processing, 1989
- The Cramer-Rao Bound and Robust M-Estimates for AutoregressionsBiometrika, 1982