Accession Number:

ADA051849

Title:

G-Spectral Estimation,

Descriptive Note:

Corporate Author:

SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS

Personal Author(s):

Report Date:

1977-09-01

Pagination or Media Count:

3.0

Abstract:

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE