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The asymptotic Cramer- Rao bound for Gaussian ARMA processes with periodically missing data (Corresp.) | IEEE Journals & Magazine | IEEE Xplore
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Journals & Magazines >IEEE Transactions on Informat... >Volume: 32 Issue: 2

The asymptotic Cramer- Rao bound for Gaussian ARMA processes with periodically missing data (Corresp.)

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B. Porat; Y. Rosen
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Abstract:

An asymptotic formula is derived for the Cramer-Rao lower bound on unbiased estimates of the parameters of Gaussian autoregressive moving-average (ARMA) processes, in the...Show More

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Abstract:

An asymptotic formula is derived for the Cramer-Rao lower bound on unbiased estimates of the parameters of Gaussian autoregressive moving-average (ARMA) processes, in the case where the measurements are not contiguous, but follow a periodic pattern of misses. The formula is then used to illustrate the behavior of the bound for some specific examples.
Published in: IEEE Transactions on Information Theory ( Volume: 32, Issue: 2, March 1986)
Page(s): 296 - 298
Date of Publication: 06 January 2003

ISSN Information:

DOI: 10.1109/TIT.1986.1057156
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