ASYMPTOTIC PROPERTIES OF THE AUTOREGRESSIVE SPECTRAL ESTIMATOR.

Abstract

The thesis is concerned with the theory of autoregressive spectral estimators for the spectrum of a normal, stationary, zero-mean time series with a 'sufficiently smooth,' strictly positive and bounded spectral density. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 15, 1969
Accession Number
AD0699194

Entities

People

  • Ralph Eugene Kromer

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Diffraction
  • Estimators
  • Mathematics
  • Spectra
  • Stationary

Fields of Study

  • Mathematics

Readers

  • Statistical inference.