Accession Number:

ADA031115

Title:

Approximate Maximum Likelihood Estimation of a Step Function Spectral Density.

Descriptive Note:

Technical rept.,

Corporate Author:

CARNEGIE-MELLON UNIV PITTSBURGH PA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1976-06-01

Pagination or Media Count:

19.0

Abstract:

Approximate maximum likelihood estimates are obtained for the ordinates of a step function spectra density in the Gaussian case. The estimates are simply integral averages of the periodogram over the frequency bands in which the density is constant. Whittles form of the approximate likelihood is used. Results are given for scalar and vector processes. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE