@article{SAD_1991__16_2_13_0, author = {Degerine, Serge}, title = {Estimation autor\'egressive et traitement du signal}, journal = {Statistique et analyse des donn\'ees}, volume = {16}, year = {1991}, pages = {13-33}, mrnumber = {1226204}, language = {fr}, url = {http://dml.mathdoc.fr/item/SAD_1991__16_2_13_0} }
Degerine, Serge. Estimation autorégressive et traitement du signal. Statistique et analyse des données, Tome 16 (1991) pp. 13-33. http://gdmltest.u-ga.fr/item/SAD_1991__16_2_13_0/
On Determining Partial Correlation Coefficients by the Covariance Method of Linear Prediction. Presented at the 94th Meeting, Acoust. Soc. Amer.
(1977)On the Parametrization of Autoregressive Models by Partial Autocorrelations. J. Multivariate Analysis, 3, pp.408-419. | MR 343510 | Zbl 0275.62074
and (1973)A New Analysis Technique for Time Series Data. Presented at NATO Advanced Study Institute on Signal Processing, Enschede, Netherlands.
(1968)Partial Autocorrelation Function for a Scalar Stationary Discrete-Time Process. Proc. 3rd. Franco-Belgian Meeting of Statisticians. Bruxelles : Publications des Facultés Universitaires Saint-Louis, pp.79-94. | MR 785946 | Zbl 0576.62086
(1982)Décompositions spectrales d'une matrice d'autocovariance et applications. C R. Acad. Sci. Paris, t. 296, Série I, pp.565-568. | MR 703230 | Zbl 0522.62074
(1983)Comportement au bord et caractérisation d'un maximum pour la vraisemblance d'un vecteur aléatoire gaussien centré avec contrainte sur sa structure de covariance. C. R. Acad. Sci. Paris, t. 301, Série I, n° 5, pp.233-236. | MR 801970 | Zbl 0608.60038
(1985)Maximum Likelihood Estimation of Autocovariance Matrices from Replicated Short Time Series. J. Time Series Anal. Vol. 8, n° 2, pp.135-146,. | MR 886136 | Zbl 0616.62117
(1987)A Necessary and Sufficient Condition for the Existence of the Maximum Likelihood Estimate in Autoregressive Models. Soumis à IEEE, Trans. Signal Processing. | Zbl 0764.62071
(1991)On Local Maxima of the Likelihood Function for Toeplitz Matrix Estimation. A paraître dans IEEE, Trans. Signal Processing. | Zbl 0761.62129
(June 1992)Sample Partial Autocorrelation Function. A paraître dans IEEE, Trans. Signal Processing.
(January 1993)Une nouvelle approche du calcul de l'estimateur de maximum de vraisemblance exact d'un modèle autorégressif. Présenté au 11-ième Colloque GRETSI sur le traitement du signal et des images. Nice.
and (1987)Autoregressive Estimation Using Residual Energies Ratios. IEEE Trans. Information Theory, Vol. IT-24,pp. 503-506. | MR 519090 | Zbl 0395.93035
(July 1978)Estimation of Partial Correlation Matrices Using Cholesky Decomposition. IEEE Trans. Automatic Control, Vol. AC-24, n° 2, pp.302-305. | Zbl 0398.93058
(April 1979)A New Autoregressive Spectrum Analysis Algorithm.IEEE Trans. Acoustics, Speech, and Signal Processing, Vol. ASSP-28, pp.441-454. | Zbl 0524.65096
(August 1980)Spectral Analysis of a Univariate Process with Bad Data Points, via Maximum Entropy and Linear Predictive Techniques. Naval Underwater Systems Center, Technical Report. TR-5303, New London, Conn..
(March 1976)Maximum Likelihood Estimation of Autoregressive Model by Relaxation on the Reflection Coefficients. IEEE, Trans. Acoust, Speech, Signal Processing, vol. ASSP-36, pp.1363-1367. | Zbl 0658.93071
(August 1988)Efficient Computation of Autoregressive Estimates Through a Sufficient Statistic. IEEE, Trans. Acoust., Speech, Signal Processing, vol. ASSP-38, pp.175-177. | MR 1035596 | Zbl 0691.62081
and (January 1990)Characterization of the Partial Autocorrelation Function. Ann. Statist. n°2, pp.1296-1301. | MR 359219 | Zbl 0301.62046
(1974)Time Series Modeling and Maximum Entropy, Phys. Earth and Plan. Int., Vol. 12, pp. 188-200.
and (1976)