Title :
Comments, with reply, on "ARMA spectral estimation of time series with missing observations" by B. Porat and B. Friedlander
Author :
Lepschy, Antonio M. ; Mian, Gian A. ; Viaro, Umberto
fDate :
7/1/1986 12:00:00 AM
Abstract :
A variant to a recently proposed autoregressive moving average (ARMA) spectrum estimation technique for time series with gapped data is suggested. It is based on the partial fraction expansion of the power spectrum and exhibits some computational and operational advantages.
Keywords :
Autoregressive moving-average processes;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1986.1057202