Accession Number : AD0275744

Title :   SOME APPROXIMATE DISTRIBUTIONS OF CROSS-SPECTRAL ESTIMATES FOR GAUSSIAN PROCESSES

Corporate Author : BROWN UNIV PROVIDENCE R I

Personal Author(s) : FREIBERGER,W. ; ROSENBLATT,M. ; VAN NESS,J.

Report Date : JAN 1962

Pagination or Media Count : 1

Abstract : The spectrum, co-spectrum and quadrature spectrum of a vector-valued stationary Gaussian random process is estimated by a modification of the periodogram and a method for computing the distribution of such estimates is presented. The procedure is illustrated with calculations on several simple processes. (Author)

Descriptors :   *INTEGRAL EQUATIONS, *MATRICES(MATHEMATICS), *POLYNOMIALS, *STATISTICAL PROCESSES, PROBABILITY, SERIES(MATHEMATICS), STATISTICAL DISTRIBUTIONS, TIME, VECTOR ANALYSIS

Distribution Statement : APPROVED FOR PUBLIC RELEASE