Piet M. T. Broersen

Publication Activity (10 Years)

Years Active: 1985-2010
Publications (10 Years): 0

Publications

Piet M. T. Broersen
The Removal of Spurious Spectral Peaks From Autoregressive Models for Irregularly Sampled Data. IEEE Trans. Instrum. Meas. 59 (1) (2010)
Piet M. T. Broersen
Vector Autoregressive Order Selection in Practice. IEEE Trans. Instrum. Meas. 58 (8) (2009)
Piet M. T. Broersen
Five Separate Bias Contributions in Time Series Models for Equidistantly Resampled Irregular Data. IEEE Trans. Instrum. Meas. 58 (5) (2009)
Piet M. T. Broersen
The Quality of Lagged Products and Autoregressive Yule-Walker Models as Autocorrelation Estimates. IEEE Trans. Instrum. Meas. 58 (11) (2009)
Piet M. T. Broersen
Finite-Sample Bias Propagation in Autoregressive Estimation With the Yule-Walker Method. IEEE Trans. Instrum. Meas. 58 (5) (2009)
Piet M. T. Broersen
Practical Aspects of the Spectral Analysis of Irregularly Sampled Data With Time-Series Models. IEEE Trans. Instrum. Meas. 58 (5) (2009)
Piet M. T. Broersen
Modified Durbin Method for Accurate Estimation of Moving-Average Models. IEEE Trans. Instrum. Meas. 58 (5) (2009)
Piet M. T. Broersen
ARMAsel for Detection and Correction of Outliers in Univariate Stochastic Data. IEEE Trans. Instrum. Meas. 57 (3) (2008)
Piet M. T. Broersen
Historical Misconceptions in Autocorrelation Estimation. IEEE Trans. Instrum. Meas. 56 (4) (2007)
Piet M. T. Broersen
Let the Data Speak for Themselves. IEEE Trans. Instrum. Meas. 56 (3) (2007)
Piet M. T. Broersen
Error Correction of Rainfall-Runoff Models With the ARMAsel Program. IEEE Trans. Instrum. Meas. 56 (6) (2007)
Piet M. T. Broersen, Robert Bos
Time-series analysis if data are randomly missing. IEEE Trans. Instrum. Meas. 55 (1) (2006)
Piet M. T. Broersen, Robert Bos
Estimating time-series models from irregularly spaced data. IEEE Trans. Instrum. Meas. 55 (4) (2006)
Piet M. T. Broersen
Automatic spectral analysis with missing data. Digit. Signal Process. 16 (6) (2006)
Piet M. T. Broersen, Stijn de Waele
Automatic identification of time-series models from long autoregressive models. IEEE Trans. Instrum. Meas. 54 (5) (2005)
Piet M. T. Broersen, Stijn de Waele
Finite sample properties of ARMA order selection. IEEE Trans. Instrum. Meas. 53 (3) (2004)
Piet M. T. Broersen, Robert Bos
Autoregressive order selection in missing data problems. EUSIPCO (2004)
Piet M. T. Broersen, Stijn de Waele, Robert Bos
Application of autoregressive spectral analysis to missing data problems. IEEE Trans. Instrum. Meas. 53 (4) (2004)
Piet M. T. Broersen, Stijn de Waele, Robert Bos
Autoregressive spectral analysis when observations are missing. Autom. 40 (9) (2004)
Piet M. T. Broersen
Mean square error of the Empirical Transfer Function Estimator for stochastic input signals. Autom. 40 (1) (2004)
Stijn de Waele, Piet M. T. Broersen
Order selection for vector autoregressive models. IEEE Trans. Signal Process. 51 (2) (2003)
Piet M. T. Broersen, Stijn de Waele
Generating data with prescribed power spectral density. IEEE Trans. Instrum. Meas. 52 (4) (2003)
Piet M. T. Broersen, Stijn de Waele
Time series analysis in a frequency subband. IEEE Trans. Instrum. Meas. 52 (4) (2003)
Piet M. T. Broersen
Automatic spectral analysis with time series models. IEEE Trans. Instrum. Meas. 51 (2) (2002)
Robert Bos, Stijn de Waele, Piet M. T. Broersen
Autoregressive spectral estimation by application of the Burg algorithm to irregularly sampled data. IEEE Trans. Instrum. Meas. 51 (6) (2002)
Stijn de Waele, Piet M. T. Broersen
Finite sample effects in vector autoregressive modeling. IEEE Trans. Instrum. Meas. 51 (5) (2002)
Piet M. T. Broersen, Stijn de Waele
Efficient estimation of autocorrelation functions of random data with time series models. CDC (2001)
Piet M. T. Broersen
The performance of spectral quality measures. IEEE Trans. Instrum. Meas. 50 (3) (2001)
Stijn de Waele, Piet M. T. Broersen
Order selection for the multirate burg algorithm. EUSIPCO (2000)
Piet M. T. Broersen, Stijn de Waele
Windowed periodograms and moving average models. CDC (2000)
Stijn de Waele, Piet M. T. Broersen
The Burg algorithm for segments. IEEE Trans. Signal Process. 48 (10) (2000)
Piet M. T. Broersen
Finite sample criteria for autoregressive order selection. IEEE Trans. Signal Process. 48 (12) (2000)
Stijn de Waele, Piet M. T. Broersen
Spectral analysis of segmented data. CDC (2000)
Stijn de Waele, Piet M. T. Broersen
Error measures for resampled irregular data. IEEE Trans. Instrum. Meas. 49 (2) (2000)
Stijn de Waele, Piet M. T. Broersen
Modeling radar data with time series models. EUSIPCO (2000)
Piet M. T. Broersen
How to select polynomial models with an accurate derivative. IEEE Trans. Instrum. Meas. 49 (5) (2000)
Piet M. T. Broersen
Facts and fiction in spectral analysis. IEEE Trans. Instrum. Meas. 49 (4) (2000)
Piet M. T. Broersen, Stijn de Waele
Some benefits of aliasing in time series analysis. EUSIPCO (2000)
Piet M. T. Broersen, Stijn de Waele
Detection of methacholine with time series models of lung sounds. IEEE Trans. Instrum. Meas. 49 (3) (2000)
Piet M. T. Broersen
Autoregressive model orders for Durbin's MA and ARMA estimators. IEEE Trans. Signal Process. 48 (8) (2000)
Piet M. T. Broersen
Accurate ARMA models with Durbin's second method. ICASSP (1999)
Stijn de Waele, Piet M. T. Broersen
Reliable LDA-spectra by resampling and ARMA-modeling. IEEE Trans. Instrum. Meas. 48 (6) (1999)
Jan S. Erkelens, Piet M. T. Broersen
LPC interpolation by approximation of the sample autocorrelation function. IEEE Trans. Speech Audio Process. 6 (6) (1998)
Piet M. T. Broersen, H. Einar Wensink
Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy. IEEE Trans. Signal Process. 46 (7) (1998)
Piet M. T. Broersen
Estimation of the accuracy of mean and variance of correlated data. IEEE Trans. Instrum. Meas. 47 (5) (1998)
Piet M. T. Broersen
The quality of models for ARMA processes. IEEE Trans. Signal Process. 46 (6) (1998)
Stijn de Waele, Piet M. T. Broersen
Accurate LDA-spectra by resampling and ARMA-modeling. EUSIPCO (1998)
Piet M. T. Broersen
Facts and fiction in spectral analysis of stationary stochastic processes. EUSIPCO (1998)
Jan S. Erkelens, Piet M. T. Broersen
Bias propagation in the autocorrelation method of linear prediction. IEEE Trans. Speech Audio Process. 5 (2) (1997)
Piet M. T. Broersen, H. Einar Wensink
On the penalty factor for autoregressive order selection in finite samples. IEEE Trans. Signal Process. 44 (3) (1996)
Piet M. T. Broersen
The best order of long autoregressive models for moving average estimation. EUSIPCO (1996)
Jan S. Erkelens, Piet M. T. Broersen
Quantization of the LPC model with the reconstruction error distortion measure. EUSIPCO (1996)
Jan S. Erkelens, Piet M. T. Broersen
On the statistical properties of line spectrum pairs. ICASSP (1995)
Piet M. T. Broersen
On bias in transfer functions estimated with stochastic excitation. ICASSP (4) (1994)
Jan S. Erkelens, Piet M. T. Broersen
Analysis of spectral interpolation with weighting dependent on frame energy. ICASSP (1) (1994)
Piet M. T. Broersen, H. Einar Wensink
On Finite Sample Theory for Autoregressive Model Order Selection. IEEE Trans. Signal Process. 41 (1) (1993)
Piet M. T. Broersen, H. Einar Wensink
On the theory for autoregressive processes. ICASSP (1992)
Piet M. T. Broersen
The prediction error of autoregressive small sample models. IEEE Trans. Acoust. Speech Signal Process. 38 (5) (1990)
Piet M. T. Broersen
Subsets of reflection coefficients. ICASSP (1986)
Piet M. T. Broersen
Selecting the order of autoregressive models from small samples. IEEE Trans. Acoust. Speech Signal Process. 33 (4) (1985)