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GAUSSIAN SPECTRUM [1 record]

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Record 1 1999-02-03

English

Subject field(s)
  • Sociology (General)
CONT

The research deals with work in spectrum estimation for problems involving finite samples from stationary Gaussian stochastic processes.

French

Domaine(s)
  • Sociologie (Généralités)
CONT

Tout processus gaussien stationnaire peut être modélisé comme la sortie d'un filtre à phase minimale excité par un processus indépendant et identiquement distribué (i.i.d.) gaussien. Cette représentation suggère une méthode possible pour tester la gaussianite d'une séquence : tester la gaussianite de la séquence d'innovation.

Spanish

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