Two alternative philosophies for estimation of the parameters of time-series Export

@article{citeulike:4211008, abstract = {Two alternative philosophical frameworks for the two problems of estimating the time-invariant or time-variant autocorrelation function and its Fourier transform for stationary and cyclostationary time-series are compared. One is based on the stochastic process model, and the other is based on the nonstochastic time-series model. It is then explained that results on estimator bias and variance for these two problems couched within the stochastic process framework have analogs within the nonstochastic framework. The bias and variance results for cyclostationary time-series that are available within these two frameworks are then summarized}, author = {Gardner, W. A.}, booktitle = {Information Theory, IEEE Transactions on}, citeulike-article-id = {4211008}, citeulike-linkout-0 = {http://dx.doi.org/10.1109/18.61145}, citeulike-linkout-1 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=61145}, doi = {10.1109/18.61145}, journal = {Information Theory, IEEE Transactions on}, keywords = {autocorrelation, autocorrelation-function, cyclostationary, estimation-theory, stochastic-processes}, number = {1}, pages = {216--218}, posted-at = {2009-03-23 18:29:28}, priority = {2}, title = {Two alternative philosophies for estimation of the parameters of time-series}, url = {http://dx.doi.org/10.1109/18.61145}, volume = {37}, year = {1991} }

TY - JOUR ID - citeulike:4211008 L3 - citeulike-article-id:4211008 N2 - Two alternative philosophical frameworks for the two problems of estimating the time-invariant or time-variant autocorrelation function and its Fourier transform for stationary and cyclostationary time-series are compared. One is based on the stochastic process model, and the other is based on the nonstochastic time-series model. It is then explained that results on estimator bias and variance for these two problems couched within the stochastic process framework have analogs within the nonstochastic framework. The bias and variance results for cyclostationary time-series that are available within these two frameworks are then summarized IS - 1 JF - Information Theory, IEEE Transactions on EP - 218 TI - Two alternative philosophies for estimation of the parameters of time-series VL - 37 T2 - Information Theory, IEEE Transactions on SP - 216 KW - autocorrelation KW - autocorrelation-function KW - cyclostationary KW - estimation-theory KW - stochastic-processes AU - Gardner, WA PY - 1991/// UR - http://dx.doi.org/10.1109/18.61145 ER -