<PAPER>Statistical Errors in Spectral Estimators
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概要
- 論文の詳細を見る
Our purpose is the study of the following problem : to evaluate the error appearing when a spectrum density (SPD) in random time series is approximated by an estimative method. We estimate the error introduced when evaluating a covariance error (CVE) for the spectrum estimators (SPE). By using the periodogram for ARMA processes, we simplify the calculation of the SPE. It is clear that we don't need to care about the errors of the autoregressin (AR) when evaluating the errors of spectral estimations.
- 神戸市立工業高等専門学校の論文
- 1996-02-29
著者
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Hattori Yuichi
Department Of Applied Mathematics Faculty Of Science Konan University
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TAKEUCHI Makoto
Department of Medicine, National Minami Okayama Hospital
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Takeuchi Makoto
Department Of Mechanical Engineering Kobe City College Of Technology
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Takeuchi Makoto
Department Of Dermatology Fujita Health University School Of Medicine
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Takeuchi Makoto
Department Of Biology Faculty Of Science Okayama University
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