An estimation of second order autoregressive models using finite memory filter

被引:0
|
作者
Kim, Pyung Soo [1 ,2 ]
Jang, Mun Suck [1 ]
机构
[1] Department of Electronic Engineering, Korea Polytechnic University, Siheung-si, Gyeonggi-do 429-793, Korea, Republic of
[2] Center for Embedded Computer Systems, University of California, Irvine, Irvine, CA 92697, United States
来源
ICIC Express Letters | 2012年 / 6卷 / 11期
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:2769 / 2773
相关论文
共 50 条
  • [21] Fitting second-order finite mixture models to data with many censored values using maximum likelihood estimation
    Burmaster, DE
    Wilson, AM
    RISK ANALYSIS, 2000, 20 (02) : 261 - 271
  • [22] Lattice filter based autoregressive spectrum estimation with joint model order and estimation bandwidth adaptation
    Niedzwiecki, Maciej
    Meller, Michal
    Chojnacki, Damian
    2017 IEEE 56TH ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2017,
  • [23] Finite-sample properties of estimators for first and second order autoregressive processes
    Sigrunn H. Sørbye
    Pedro G. Nicolau
    Håvard Rue
    Statistical Inference for Stochastic Processes, 2022, 25 : 577 - 598
  • [24] CHARTS FOR INTERPRETATION AND ESTIMATION OF SECOND-ORDER MOVING AVERAGE AND MIXED FIRST-ORDER AUTOREGRESSIVE-MOVING AVERAGE MODELS
    STRALKOWSKI, CM
    WU, SM
    DEVOR, RE
    TECHNOMETRICS, 1974, 16 (02) : 275 - 285
  • [25] Finite-sample properties of estimators for first and second order autoregressive processes
    Sorbye, Sigrunn H.
    Nicolau, Pedro G.
    Rue, Havard
    STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, 2022, 25 (03) : 577 - 598
  • [26] Infinite-order, long-memory heterogeneous autoregressive models
    Hwang, Eunju
    Shin, Dong Wan
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2014, 76 : 339 - 358
  • [27] Optimization of the second order autoregressive model AR(2) for Rayleigh-Jakes flat fading channel estimation with Kalman filter
    El Husseini, Ali Houssam
    Simon, Eric Pierre
    Ros, Laurent
    2017 22ND INTERNATIONAL CONFERENCE ON DIGITAL SIGNAL PROCESSING (DSP), 2017,
  • [28] Robust estimation for the order of finite mixture models
    Lee, Sangyeol
    Lee, Taewook
    METRIKA, 2008, 68 (03) : 365 - 390
  • [29] Robust estimation for the order of finite mixture models
    Sangyeol Lee
    Taewook Lee
    Metrika, 2008, 68 : 365 - 390
  • [30] Estimation of nonparametric additive models with high order spatial autoregressive errors
    Xu, Guoying
    Bai, Yang
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 49 (02): : 311 - 343