SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
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The G-Transformation has been shown to be of value in evaluating improper integrals and was especially effective in those cases where the integrand behaved like a linear combination of exponentials with real or complex arguments. These ideas have more recently been utilized to define a spectral estimator referred to as the G-Spectral Estimator. In this paper the nature of the G-transform and G-Spectral estimator are discussed and it is pointed out that such an estimator is most appropriate for processes whose autocorrelations behave as a linear combination of exponentials with real or complex arguments.
- Statistics and Probability