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Asymptotically minimum variance second-order estimation for complex circular processes. (English) Zbl 1172.94397

Summary: This paper addresses asymptotically minimum variance (AMV) of parameter estimators within the class of algorithms based on second-order statistics for estimating parameter of strict-sense stationary complex circular processes. As an application, the estimation of the frequencies of cisoids for mixed spectra time series containing a sum of cisoids and an MA process is considered.

MSC:

94A12 Signal theory (characterization, reconstruction, filtering, etc.)
62F10 Point estimation
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