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• W2015364703 abstract "A procedure is presented for generating an autoregressive moving average (ARMA) spectral model of a stationary time series based upon a finite set of time series' observations. The ARMA model's autoregressive coefficients are estimated by minimizing a quadratic function of a set of basic error terms. In examples treated to date, this method has demonstrated an exceptional ability in resolving closely spaced narrow band signals in a low signal-to-noise environment where other procedures such as the maximum entropy method often fail. Its effectiveness on other classes of time series also shows promise and a more general evaluation is presently being conducted. With this in mind, the new ARMA procedure promises to be an important spectral estimation tool." @default.
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• W2015364703 date "1981-01-01" @default.
• W2015364703 modified "2023-09-27" @default.
• W2015364703 title "Autoregressive Moving Average Spectral Estimation: A Model Equation Error Procedure" @default.
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• W2015364703 doi "https://doi.org/10.1109/tgrs.1981.350324" @default.
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