Referenced Items are not available for this document.
Noting that the probability density function of a continuous random variable has similar properties to a power spectral density, a new class of probability density function estimators is described. The specific model examined is the autoregressive model, although the extension to other time series models is evident. An example is given to illustrate the approach.
Published in:
Signal Processing Letters, IEEE
(Volume:5
,
Issue:
12
)
Date of Publication: Dec. 1998
- Page(s):
- 318 - 320
- ISSN :
- 1070-9908
- INSPEC Accession Number:
- 6136445
- Digital Object Identifier :
- 10.1109/97.735424
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Dec. 1998
- Sponsored by :
- IEEE Signal Processing Society
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