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315763

On the Concept of the Estimation of Spectra

Article

Last updated: 28 Dec 2024

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Abstract

In this paper some estimates of the spectral density function of a stationary stochastic process have been discussed and also the problem of estimating the cross-spectra has been considered. The main work in this paper is the construction of an artificial process from a known model and the application of the suggested method of estimation on this process. With suitable choice of the parameters included, we have been able to obtain an estimate of the spectral density function with a relative standard error which is not more than 15 percent.

DOI

10.21608/esju.1974.315763

Keywords

Spectral Density Function, Construction of an Artificial Process, Estimation of Spectra

Authors

First Name

N.

Last Name

Abd-Rabbo

MiddleName

A.

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Volume

18

Article Issue

1

Related Issue

43309

Issue Date

1974-06-01

Receive Date

2023-09-03

Publish Date

1974-06-01

Page Start

39

Page End

52

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315763.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315763

Order

2

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

On the Concept of the Estimation of Spectra

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Article

Created At

28 Dec 2024