Accession Number:

AD0275744

Title:

SOME APPROXIMATE DISTRIBUTIONS OF CROSS-SPECTRAL ESTIMATES FOR GAUSSIAN PROCESSES

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE R I

Personal Author(s):

• FREIBERGER,W.
• ROSENBLATT,M.
• VAN NESS,J.

Report Date:

1962-01-01

Pagination or Media Count:

1.0

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

Descriptors:

• *INTEGRAL EQUATIONS
• *MATRICES(MATHEMATICS)
• *POLYNOMIALS
• *STATISTICAL PROCESSES
• PROBABILITY
• SERIES(MATHEMATICS)
• STATISTICAL DISTRIBUTIONS
• TIME
• VECTOR ANALYSIS

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE