On the asymptotic distribution of exponentially weighted prediction error estimators

Petre Stoica, Arye Nehorai. On the asymptotic distribution of exponentially weighted prediction error estimators. IEEE Transactions on Signal Processing, 36(1):136-139, 1988. [doi]

@article{StoicaN88,
  title = {On the asymptotic distribution of exponentially weighted prediction error estimators},
  author = {Petre Stoica and Arye Nehorai},
  year = {1988},
  doi = {10.1109/29.1504},
  url = {http://dx.doi.org/10.1109/29.1504},
  researchr = {https://researchr.org/publication/StoicaN88},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {36},
  number = {1},
  pages = {136-139},
}