@TechReport{	  it:2006-022,
  author	= {Niclas Sandgren and Petre Stoica},
  title		= {On Moving Average Parameter Estimation},
  institution	= {Department of Information Technology, Uppsala University},
  department	= {Division of Systems and Control},
  year		= {2006},
  number	= {2006-022},
  month		= apr,
  abstract	= {Estimation of the autoregressive moving average (ARMA)
		  parameters of a stationary stochastic process is a problem
		  often encountered in the signal processing literature. It
		  is well known that estimating the moving average (MA)
		  parameters is usually more difficult than estimating the
		  autoregressive (AR) part, especially if the zeros are
		  located close to the unit circle. In this paper we present
		  four linear methods for MA parameter estimation (i.e.,
		  methods that involve only linear operations) and compare
		  their performances first in a case when the zeros are
		  located far away from the unit circle and secondly in a
		  presumably harder case when the zeros are located very
		  close to the unit circle.}
}