The envelope of spectral power for stochastic processes (Q4308808)
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scientific article; zbMATH DE number 651938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The envelope of spectral power for stochastic processes |
scientific article; zbMATH DE number 651938 |
Statements
The envelope of spectral power for stochastic processes (English)
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10 October 1994
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maximum likelihood
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zero mean, wide sense stationary, discrete-time, real-valued stochastic process
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maximum likelihood spectral estimate
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envelope on spectral power
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estimated covariance lags
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closed form expression
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0.8832685
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0.8654145
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0.86427695
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0.86165977
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