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3X
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Posted on 04-30-08 10:14
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Hello Guys, I will appreciate your help on following question on which I am struggling: Some realizations of lowpass ARMA(1,1) process give rise to random peak at f = 0.5 when MYWE (Modified Yule Walker Equations) is used to estimate the spectrum. Why?
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notavailable
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Posted on 05-02-08 1:34
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hello 3x,
well that was a tough question, but let me make a guess( I may be wrong, forgive me if so)
What i saw from the figure was, the curves are symmetrical along f=0, so the value at -0.5 = value at 0.5. do you know the reason behind why there is + value at -0.5??
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