• DocumentCode
    831515
  • Title

    Statistical analysis of a spectral estimator for ARMA processes

  • Author

    Sakai, Hideaki ; Tokumaru, Hidekatsu

  • Author_Institution
    Kyoto University, Kyoto, Japan
  • Volume
    25
  • Issue
    1
  • fYear
    1980
  • fDate
    2/1/1980 12:00:00 AM
  • Firstpage
    122
  • Lastpage
    124
  • Abstract
    We derive the asymptotic variances of a spectral estimator for autoregressive moving average (ARMA) processes, proposed independently by Kinkel, Tokumaru, and Kaveh. The property of the variances is rather different from that of the well-known autoregressive spectral estimator.
  • Keywords
    Autoregressive moving-average processes; Spectral estimation; Automatic control; Estimation error; Frequency estimation; Nonlinear equations; Parameter estimation; Sampling methods; Statistical analysis; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1980.1102248
  • Filename
    1102248
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=831515