Similarity law in spectral estimation of a time series. III.

Details Similarity law in spectral estimation of a time series. III. Similarity law in spectral estimation of a time series. III.

Jul 1997

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1997ap.....40..267t&link_type=abstract

Astrophysics, Volume 40, Issue 3, pp.267-274

Astronomy and Astrophysics

Astrophysics

Scientific paper

A continuation of [V. Yu. Terebizh, Astrofizika, 40, 139 (1997); 40, 273 (1997)]. An exact representation is found for the main quantity characterizing the inverse problem: the Fisher matrix for the covariation coefficients. Application of the (Rao-Cramer) information inequality enabled us to find the lower limit of the dispersion of an arbitrary unbiased estimate of the covariation coefficients. The conclusions are illustrated by an example of a first-order autoregression process.

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