A general lower bound for parametric spectrum estimation
B. Friedlander, Boaz Porat · IEEE Transactions on Acoustics Speech and Signal Processing · 1984
The paper presents a lower bound on the variance of parametric spectral estimators. The bound is potentially useful for evaluating the performance of existing and newly proposed spectrum estimation techniques. Explicit formulas are given for ARMA and AR-plus-noise models. The behavior of the bound is illustrated by several examples.