
Accession Number : ADA116942
Title : The GSpectral Estimator.
Descriptive Note : Technical rept.,
Corporate Author : SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
Personal Author(s) : Morton,M J ; Gray,H L
PDF Url : ADA116942
Report Date : May 1982
Pagination or Media Count : 45
Abstract : A spectral estimator referred to as the Gspectral estimator was introduced by Gray and Foster. It was then studied by Gray, Houston and Morgan. The estimator was then based upon an approximate Gntransform of the sample autocorrelation function and is equivalent to an entransform of the same function. This paper gives a modified definition of the Gspectral estimator which will be seen to avoid the difficulties noted by Gray, Houston and Morgan, and will be shown to be equivalent to a method of moments ARMA spectral estimator.
Descriptors : *Transformations(Mathematics), *Sequences(Mathematics), Estimates, Autocorrelation, Value, Complex numbers, Linear differential equations, Coefficients, Convergence, Logarithm functions
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE