Statistical analysis of the least squares autoregressive estimator in the presence of noise

Petre Stoica, Arye Nehorai, Steven M. Kay. Statistical analysis of the least squares autoregressive estimator in the presence of noise. IEEE Transactions on Signal Processing, 35(9):1273-1281, 1987. [doi]

Authors

Petre Stoica

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Arye Nehorai

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Steven M. Kay

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