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Optimal statistical estimators of spectral density in L2

✍ Scribed by R. Bentkus


Publisher
Springer
Year
1985
Tongue
English
Weight
827 KB
Volume
24
Category
Article
ISSN
0363-1672

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πŸ“œ SIMILAR VOLUMES


Statistical parameters of estimators in
✍ R.H. Burros πŸ“‚ Article πŸ“… 1978 πŸ› Elsevier Science 🌐 English βš– 567 KB

In this paper derivations are presented for exact asymptotic formulas for the means, variances, and covariances of four averaged estimators of physical parameters: two power spectra, the cospectrum and the quadspectrum, at any available discrete positive frequency. The raw estimators are averaged ac