On Estimating Spectral Moments in the Presence of Colored Noise

IEEE Transactions on Information Theory

Volumn IT-16, Issue 3, 1970, Pages 303-309

  Miller, Kenneth S ^a   Rochwarger, Marvin M ^a  

^a RIVERSIDE RESEARCH INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COLORED NOISE; ESTIMATIONS; INFORMATION THEORY; SPECTRAL DENSITY;

EID: 0014781988     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/TIT.1970.1054460     Document Type: Article

References (5)

1. T. W. Anderson, An Introduction to the Statistical Analysis of Time Series. New York: Wiley, 1970.
2. R. B. Blackman and J. W. Tukey, The Measurement of Power Spectra. New York: Dover, 1958.
3. H. D. Brunk, An Introduction to Mathematical Statistics. New York: Ginn, 1960.
4. W. B. Davenport and W. L. Root, An Introduction to the Theory of Random Signals and Noise. New York: McGraw-Hill, 1958.
5. E. J. Hannan, Time Series Analysis. New York: Wiley, 1960.