SOME APPROXIMATE DISTRIBUTIONS OF CROSS-SPECTRAL ESTIMATES FOR GAUSSIAN PROCESSES

Abstract

The spectrum, co-spectrum and quadrature spectrum of a vector-valued stationary Gaussian random process is estimated by a modification of the periodogram and a method for computing the distribution of such estimates is presented. The procedure is illustrated with calculations on several simple processes. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1962
Accession Number
AD0275744

Entities

People

  • J. Van Ness
  • M. Rosenblatt
  • W. Freiberger

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Gaussian Processes
  • Information Science
  • Spectra
  • Stationary

Readers

  • Statistical inference.