On periodic autoregressive processes estimation
نویسنده
چکیده
We consider the autoregressive estimation for periodically correlated processes, using the parameterization given by the partial autocorrelation function. We propose an estimation of these parameters by extending the sample partial autocorrelation method to this situation. The comparison with other methods is made. Relationships with the stationary multivariate case are discussed.
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ورودعنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 48 شماره
صفحات -
تاریخ انتشار 2000