Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series.
Donald F. GingrasPublished in: IEEE Trans. Acoust. Speech Signal Process. (1985)
Keyphrases
- high order
- autoregressive
- asymptotic properties
- autoregressive moving average
- moving average
- arma model
- higher order
- pairwise
- low order
- non stationary
- fourth order
- augmented reality
- fixed point
- maximum likelihood
- phase space reconstruction
- zernike moments
- multivariate time series
- multiscale
- initial estimates
- tensor analysis
- lower order
- computer vision
- bayesian logistic regression