Asymptotically Efficient Estimation of Spectral Moments
نویسندگان
چکیده
Abstmet-This correspondence studies parametric estimatioll of spectral moments of a zero-mean complex Gaussian stationary pmcess immersed in independent Gaussian noise. With the merit of the maximum-likelihood @lL) approach as motivation, this work exploits a Whittle's type objective function that is able to capture the relevant feabues of the log-likelihmdfunction while b e i i much more manageable. The resultiag estimates are strongly consistent and aq~~ptotically eUicient.
منابع مشابه
Asymptotically efficient estimation of spectral moments
This paper studies parametric estimation of spectral moments of a zero-mean complex Gaussian stationary process immersed in independent Gaussian noise. With the merit of the maximum-likelihood (ML) approach as motivation, this work exploits a Whittle’s type objective function able to capture the relevant features of the log-likelihood function, while being much more manageable. The resulting es...
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