Two alternative philosophies for estimation of the parameters of time-series

Two alternative philosophical frameworks for the two problems of estimating the time-invariant or time-variant autocorrelation function and its Fourier transform for stationary and cyclostationary time-series are compared. One is based on the stochastic process model, and the other is based on the nonstochastic time-series model. It is then explained that results on estimator bias and variance for these two problems couched within the stochastic process framework have analogs within the nonstochastic framework. The bias and variance results for cyclostationary time-series that are available within these two frameworks are then summarized.<
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