Asymptotically minimum variance second-order estimation for complex circular processes
Signal Processing - Signal processing in UWB communications
Performance limits of alphabet diversities for FIR SISO channel identification
IEEE Transactions on Signal Processing
Hi-index | 754.84 |
This correspondence addresses the asymptotic normal distribution of the sample mean and the sample covariance matrix of mixed spectra time series containing a sum of sinusoids and a moving average (MA) process. Two central limit (CL) theorems are proved. As an application of this result, the asymptotic normal distribution of any sinusoidal frequencies estimator of such time series based on second-order statistics is deduced