Two alternative philosophies for estimation of the parameters of time-series
- 1 January 1991
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 37 (1) , 216-218
- https://doi.org/10.1109/18.61145
Abstract
Two alternative philosophical frameworks for the two problems of estimating the time-invariant or time-variant autocorrelation function and its Fourier transform for stationary and cyclostationary time-series are compared. One is based on the stochastic process model, and the other is based on the nonstochastic time-series model. It is then explained that results on estimator bias and variance for these two problems couched within the stochastic process framework have analogs within the nonstochastic framework. The bias and variance results for cyclostationary time-series that are available within these two frameworks are then summarizedKeywords
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