Estimation of the Parameters in Stationary Autoregressive Processes After Hard Limiting.
MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS
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The parameters of a stationary ARp process are estimated after clipping. This estimation is based in part on the number of certain runs in the binary series. Very little precision is lost due to this quantization but the expected number of arithmetical operations which are saved is at least p2n where counting a run is considered as an operation and n is the series size. Author
- Statistics and Probability