Accession Number : ADA116942

Title :   The G-Spectral 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 G-spectral estimator was introduced by Gray and Foster. It was then studied by Gray, Houston and Morgan. The estimator was then based upon an approximate Gn-transform of the sample autocorrelation function and is equivalent to an en-transform of the same function. This paper gives a modified definition of the G-spectral 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