Estimation of the spectral moment by means of the extrema.

Cabaña, Enrique M.. "Estimation of the spectral moment by means of the extrema.." Trabajos de Estadística e Investigación Operativa 36.3 (1985): 71-80. <http://eudml.org/doc/40748>.

@article{Cabaña1985,
abstract = {An estimator of the standard deviation of the first derivative of a stationary Gaussian process with known variance and two continuous derivatives, based on the values of the relative maxima and minima, is proposed, and some of its properties are considered.},
author = {Cabaña, Enrique M.},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Procesos estocásticos; Proceso de Gauss; Estimación; Momento espectral; estimation of spectral moments; extrema; Rice formula; first derivative of a stationary Gaussian process; known variance; continuous derivatives; relative maxima and minima},
language = {eng},
number = {3},
pages = {71-80},
title = {Estimation of the spectral moment by means of the extrema.},
url = {http://eudml.org/doc/40748},
volume = {36},
year = {1985},
}

TY - JOUR
AU - Cabaña, Enrique M.
TI - Estimation of the spectral moment by means of the extrema.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1985
VL - 36
IS - 3
SP - 71
EP - 80
AB - An estimator of the standard deviation of the first derivative of a stationary Gaussian process with known variance and two continuous derivatives, based on the values of the relative maxima and minima, is proposed, and some of its properties are considered.
LA - eng
KW - Procesos estocásticos; Proceso de Gauss; Estimación; Momento espectral; estimation of spectral moments; extrema; Rice formula; first derivative of a stationary Gaussian process; known variance; continuous derivatives; relative maxima and minima
UR - http://eudml.org/doc/40748
ER -