Recent Papers in Parametric Modelling of Time Series.

Abstract

Contents: Exact Maximum Likelihood Identification of ARMA Models: A Signal Processing Perspective; Parametric Spectrum Modelling; A Signal Processing Perspective; Exact Likelihood for Stationary Vector Autoregressive Moving Average Processes; Topics in Parametric Spectrum Analysis: The ARMA Case; Linear Transformation and Parametric Spectrum Analysis.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1983
Accession Number
ADA129781

Entities

People

  • Claude J. Gueguen
  • Jean-pierre Dugre
  • Louis L. Scharf

Organizations

  • University of Rhode Island

Tags

Communities of Interest

  • Advanced Electronics
  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Weapons Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Electrical Engineering
  • Engineering
  • Filters
  • Filtration
  • Frequency
  • Identification
  • Information Theory
  • Mathematical Filters
  • Maximum Likelihood Estimation
  • Military Research
  • Signal Processing
  • Stationary Processes
  • Statistical Algorithms
  • Stochastic Processes
  • Test And Evaluation

Fields of Study

  • Engineering

Readers

  • Statistical inference.