MA parameter estimation

A number of approaches are available to estimate MA parameters from the data [25]. 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 (9.6), (9.37), or the approximate frequency-domain PDF (9.7), (9.38) using the approach in (section 16.5). For this we need the CR bound analysis.



Baggenstoss 2017-05-19