<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "The Asymptotic Properties of Burg Estimators"^^ . "There are estimators for multivariate autoregressive models whichare regarded as multivariate versions of Burg's univariate estimator. For twoof these multivariate Burg estimators the asymptotic equivalence with theYule-Walker estimator is established in this paper, so central limit theoremsfor the Yule-Walker estimator extend to these estimators. Furthermore, theasymptotic bias of the univariate Burg estimator to terms of 1/n is shown to be thesame as the bias of the least-squares estimator; n is the number ofobservations. The main results are true even for mis-specified models."^^ . "1994-01" . . . . . . . "Günter"^^ . "Hainz"^^ . "Günter Hainz"^^ . . . . . . "The Asymptotic Properties of Burg Estimators (PDF)"^^ . . . "beitrag.18.pdf"^^ . . . "The Asymptotic Properties of Burg Estimators (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "The Asymptotic Properties of Burg Estimators (Other)"^^ . . . . . . "preview.jpg"^^ . . . "The Asymptotic Properties of Burg Estimators (Other)"^^ . . . . . . "medium.jpg"^^ . . . "The Asymptotic Properties of Burg Estimators (Other)"^^ . . . . . . "small.jpg"^^ . . . "The Asymptotic Properties of Burg Estimators (Other)"^^ . . . . . . "indexcodes.txt"^^ . . "HTML Summary of #21333 \n\nThe Asymptotic Properties of Burg Estimators\n\n" . "text/html" . . . "510 Mathematik"@de . "510 Mathematics"@en . .