Model-based probability density function estimation

IEEE Signal Processing Letters

Volumn 5, Issue 12, 1998, Pages 318-320

  Kay, Steven ^a  

^a University of Rhode Island   (United States)

Author keywords

Autoregressive processes; Estimation; Probability; Spectral analysis

Indexed keywords

ESTIMATION; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; PROBABILITY DENSITY FUNCTION; REGRESSION ANALYSIS; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS;

AUTOREGRESSIVE MODELS;

SIGNAL FILTERING AND PREDICTION;

EID: 0032300180     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/97.735424     Document Type: Article

References (5)

1. P. Brockwell and R. Davis, Time Series: Theory and Methods. Berlin, Germany: Springer-Verlag, 1987.
2. S. Kassam, Signal Detection in Non-Gaussian Noise. Berlin, Germany: Springer-Verlag, 1988.
3. S. Kay, Modern Spectral Estimation: Theory and Application. Englewood Cliffs, NJ: Prentice-Hall, 1988.
4. _, Fundamentals of Statistical Signal Processing: Estimation Theory. Englewood Cliffs, NJ: Prentice-Hall, 1993.
5. _, Fundamentals of Statistical Signal Processing: Detection Theory. Englewood Cliffs, NJ: Prentice-Hall, 1998.