Maximum likelihood estimation of signals in autoregressive noise
Tóm tắt
Từ khóa
Tài liệu tham khảo
kay, 1988, Modern Spectral Estimation
priestley, 1981, Spectral Analysis and Time Series, 1 and 2
djuric, 1990, Selection of signal and system models by Bayesian predictive densities
cochrane, 1949, Application of least squares regression to relationships containing autocorrelted error terms, J Amer Stat Assoc, 32
gohberg, 1986, Invariant Subspaces of Matrices with Applications
gantmacher, 1977, The Theory of Matrices
grenander, 1956, Statistical Analysis of Stationary Time Series
anderson, 1971, The Statistical Analysis of Time Series
wold, 1954, A Study in the Analysis of Stationary Time Series
