On the asymptotic statistical behavior of empirical cepstral coefficients
نویسندگان
چکیده
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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ورودعنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 41 شماره
صفحات -
تاریخ انتشار 1993