ESTIMATION OF SOME PARAMETERS OF PSEUDO-GAUSSIAN RANDOM PROCESSES

    loading  Checking for direct PDF access through Ovid

Abstract

An estimate and a confidence interval are constructed for the Baxter parameter of a pseudo-Gaussian random process with the help of the Levi-Baxter-Gladyshev theorem for weighted variations. An essential advantage of the proposed estimation method is that it estimates a process not from its realizations but from its observations at discrete moments of time.

Related Topics

    loading  Loading Related Articles