𝔖 Bobbio Scriptorium
✦   LIBER   ✦

High-order Yule-Walker estimation of the parameters of exponentially damped cisoids in noise

✍ Scribed by Peter Händel


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
931 KB
Volume
32
Category
Article
ISSN
0165-1684

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


On exponential rates of estimators of th
✍ Yoshihide Kakizawa 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 354 KB

A closed-form expression for the exponential rate of an estimator in the Gaussian AR(1) process is obtained. This shows that the exponential rates of several famous estimators are all identical. Further it is shown that mean-correction does not affect the large deviation asymptotics. (~