On the Statistical Consistency of a Generalized Cepstral Estimator
IEEE Transactions on Automatic Control, ISSN: 1558-2523, Vol: 69, Issue: 9, Page: 5775-5787
2024
- 1Citations
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Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
Metrics Details
- Citations1
- Citation Indexes1
Article Description
In this article, we consider the problem of estimating the generalized cepstral coefficients of a stationary stochastic process or stationary multidimensional random field. It turns out that a naive version of the periodogram-based estimator for the generalized cepstral coefficients is not consistent. We propose a consistent estimator for those coefficients. Moreover, we show that the latter can be used in order to build a consistent estimator for a particular class of cascade linear stochastic systems.
Bibliographic Details
Institute of Electrical and Electronics Engineers (IEEE)
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