The G-Spectral Estimator.

Abstract

A spectral estimator referred to as the G-spectral estimator was introduced by Gray and Foster. It was then studied by Gray, Houston and Morgan. The estimator was then based upon an approximate Gn-transform of the sample autocorrelation function and is equivalent to an en-transform of the same function. This paper gives a modified definition of the G-spectral estimator which will be seen to avoid the difficulties noted by Gray, Houston and Morgan, and will be shown to be equivalent to a method of moments ARMA spectral estimator.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1982
Accession Number
ADA116942

Entities

People

  • H. L. Gray
  • M. J. Morton

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Autocorrelation
  • Complex Numbers
  • Data Science
  • Data Sets
  • Difference Equations
  • Equations
  • Estimators
  • Frequency
  • Information Science
  • Intermediate Frequencies
  • Method Of Moments
  • Numbers
  • Sequences
  • Statistical Algorithms
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.