Referenced Items are not available for this document.
The asymptotic behavior of the sample partial correlations (PARCORs) is studied in the case of a general stationary process. An explicit formula for PARCOR's second-order moments is provided. The analysis presented extends to more general processes as shown using previously reported results on the statistics of sample partial correlations of autoregressive (AR) and mixed autoregressive moving-average (ARMA) processes. This extension should be useful as the processes encountered in applications are not exactly AR or ARMA
Published in:
Acoustics, Speech and Signal Processing, IEEE Transactions on
(Volume:37
,
Issue:
6
)
Date of Publication: Jun 1989
- Page(s):
- 952 - 955
- ISSN :
- 0096-3518
- INSPEC Accession Number:
- 3433429
- Digital Object Identifier :
- 10.1109/ASSP.1989.28069
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Jun 1989
- Sponsored by :
- IEEE Signal Processing Society
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