✦ LIBER ✦

Parameter estimation of continuous-time stationary Gaussian processes with rational spectra

✍ Scribed by Boaz Porat; Benjamin Friedlander

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Methods for Obtaining Asymptotically

✍ Dzhaparidze, K. O. 📂 Article 📅 1971 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 564 KB

Maximum likelihood estimators of paramet

✍ I. Fazekas 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 361 KB

Spectra-based estimates of certain time-

✍ A.G. Rigas 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 749 KB

On the parameter estimation of diffusion

✍ K. Koncz 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 598 KB

Estimation of continuous-time AR process

✍ Fan, H.; Soderstrom, T.; Mossberg, M.; Carlsson, B.; Yuanjie Zou 📂 Article 📅 1999 🏛 IEEE 🌐 English ⚖ 538 KB

On the estimation of the regression coef

✍ Shi-jian Yan; Xiu-fang Liu 📂 Article 📅 2006 🏛 Higher Education Press and Springer 🌐 English ⚖ 375 KB