Bessel representation for amplitude distribution of noisy sinusoidal signals

DOI10.1007/S00362-021-01262-ZzbMath1497.60019OpenAlexW3200941959MaRDI QIDQ2151699

Mikhail Trifonov

Publication date: 5 July 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-021-01262-z

zbMATH Keywords

Gaussian noiseBessel functionsprobability density functionssinusoidal signal

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) White noise theory (60H40) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Related Items (1)

On distribution of Rice-Middleton model

Uses Software

• DLMF

Cites Work

• Numerical methods for the computation of the confluent and Gauss hypergeometric functions
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