DocumentCode
2108372
Title
Asymptotic statistical properties of autoregressive model for mixed spectrum estimation
Author
Sherman, Peter J. ; Lau, Soon-Seng
Author_Institution
Iowa State Univ., Ames, IA, USA
Volume
4
fYear
1998
fDate
12-15 May 1998
Firstpage
2289
Abstract
This work addresses the influence of the point spectrum on large sample statistics of the autoregressive spectral estimator. In particular, the asymptotic distributions of the AR coefficients, the innovations variance, and the spectral density estimator of a finite order AR(p) model for a mixed spectrum process are presented. Numerical simulations are performed to verify the analytical results
Keywords
autoregressive processes; estimation theory; spectral analysis; statistical analysis; AR coefficient; asymptotic distributions; asymptotic statistical properties; autoregressive model; innovations variance; large sample statistics; mixed spectrum estimation; point spectrum; spectral density estimator; spectral estimator; Biomedical signal processing; Communication systems; Frequency; Numerical simulation; Random processes; Spectral analysis; Statistical distributions; Technological innovation; Turbomachinery; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech and Signal Processing, 1998. Proceedings of the 1998 IEEE International Conference on
Conference_Location
Seattle, WA
ISSN
1520-6149
Print_ISBN
0-7803-4428-6
Type
conf
DOI
10.1109/ICASSP.1998.681606
Filename
681606
Link To Document