MA parameter estimation

A number of approaches are available to estimate MA parameters from the data [31]. Many of these methods apply AR parameter estimation to the “inverse process", the process with the inverse spectrum (see software/ma_est.m). Refinement of the estimate may be done by maximizing the exact PDF (10.6), (10.37), or the approximate frequency-domain PDF (10.7), (10.38) using the approach in (section 17.5). For this we need the CR bound analysis.