In this framework, minimum distortion, minimum variance distortionless response (MVDR), tradeoff, maximum signal-to-noise ratio (SNR), and Wiener filters are derived from the conventional speech enhancement approach and the recently introduced orthogonal decomposition approach.
The proposed refined instrumental variable algorithm achieves minimum variance estimation of the process model parameters.
This paper follows and extends the Ederington and Salas (2008) framework and considers seasonalities in mean and volatility when minimum variance hedge ratios are computed.
The optimal IV estimator achieves minimum variance, but requires the exact knowledge of the noise model.
Our study falls into the framework of optimal designs, which aim at estimating parameters without bias and with minimum variance (18); we have focused herein on the minimum variance issue.
minimum variance distortionless response.
Minimum variance unbiased estimator.
b Minimum variance resampling.
Linearly constrained minimum variance.
