The envelope of spectral power for stochastic processes

DOI10.1109/18.312191zbMATH Open0802.62085OpenAlexW1989331194MaRDI QIDQ4308808

Craig R. Shankwitz, Tryphon T. Georgiou

Publication date: 10 October 1994

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.312191

zbMATH Keywords

maximum likelihoodclosed form expressionenvelope on spectral powerestimated covariance lagsmaximum likelihood spectral estimatezero mean, wide sense stationary, discrete-time, real-valued stochastic process

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

Envelope correlation function of the narrow-band non-Gaussian process ⋮ Power spectral representation of nonstationary random processes defined over semi-infinite intervals ⋮ The spectrum of the random environment and localization of noise ⋮ Walsh power spectrum for wide-sense stationary stochastic processes (Corresp.) ⋮ On various definitions of the envelope of a random process

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