Title: On the estimation of missing initial autocorrelation coefficients
Abstract: Abstract This paper introduces an approach to the estimation of missing initial autocorrelation coefficients. The method is based on employing the autocorrelation function extrapolation idea, using the thoeretical properties of the autocorrelation matrices. Some theoretical autocorrelation functions are considered for the application of the method and, hence, the interpolation of missing coefficients is investigated empirically. Finally, selection of an estimate from the allowable range (satisfying the theoretical requirements) is also studied.
Publication Year: 1999
Publication Date: 1999-08-01
Language: en
Type: article
Indexed In: ['crossref']
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