3 search results - page 1 / 1 » Asymptotic statistical properties of AR Spectral estimators ... |
TIT
2002
13 years 4 months ago
2002
In this paper, the influence of a point spectrum on large sample statistics of the autoregressive (AR) spectral estimator is addressed. In particular, the asymptotic distributions ...
JMLR
2011
12 years 12 months ago
2011
A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the histor...
ICIP
2006
IEEE
14 years 6 months ago
2006
IEEE
Dimensionality reduction, spectral classification and segmentation are the three main problems in hyperspectral image analysis. In this paper we propose a Bayesian estimation appr...