On the convergence of the spectral density of autoregressive approximations via empirical covariance estimates

Syamantak Datta Gupta, Ravi R. Mazumdar. On the convergence of the spectral density of autoregressive approximations via empirical covariance estimates. In 46th Annual Conference on Information Sciences and Systems, CISS 2012, Princeton, NJ, USA, March 21-23, 2012. pages 1-6, IEEE, 2012. [doi]

Abstract

Abstract is missing.