On the asymptotic statistical behavior of empirical cepstral coefficients
نویسندگان
چکیده
منابع مشابه
On the asymptotic statistical behavior of empirical cepstral coefficients
The asymptotic covariance matrix of the empirical cepstrum is analyzed. We show that for Gaussian processes, cepstral coefficients derived from smoothed periodograms are asymptotically uncorrelated and their variances multiplied by the sample size T tend to unity. For an autoregressive process and its autoregressive cepstrum estimate, somewhat weaker results hold.
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 1993
ISSN: 1053-587X
DOI: 10.1109/78.215323