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Asymptotic analysis of an algorithm for parameter estimation and identification of 1-b quantized AR time series
Vikram Krishnamurthy
,
H. Vincent Poor
Electrical and Computer Engineering
High Meadows Environmental Institute
Center for Statistics & Machine Learning
Research output
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Article
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peer-review
5
Scopus citations
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Dive into the research topics of 'Asymptotic analysis of an algorithm for parameter estimation and identification of 1-b quantized AR time series'. Together they form a unique fingerprint.
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Keyphrases
Asymptotic Analysis
100%
Asymptotic Covariance
20%
Autoregressive Model
20%
Autoregressive Time Series
100%
Binary Series
80%
Central Limit Theorem
20%
Computer Simulation Results
20%
Covariance
20%
Estimation Algorithms
100%
Multiplicative Noise
20%
Noisy Measurements
20%
Order Estimation
20%
Parameter Estimation
100%
Parameter Estimation Algorithm
20%
Parameter Identification
100%
Quantized Measurements
40%
Time Series Estimation
80%
Yule-Walker Method
40%
Engineering
Central Limit Theorem
33%
Gaussians
66%
Multiplicative Noise
33%
Parameter Estimate
100%
Parameter Estimation
100%
Simulation Result
33%
Mathematics
Covariance Parameter Estimate
50%
Computer Science
Multiplicative Noise
16%
Order Estimation
16%