On the Concept of the Estimation of Spectra | ||
| The Egyptian Statistical Journal | ||
| Article 2, Volume 18, Issue 1, June 1974, Pages 39-52 | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1974.315763 | ||
| Author | ||
| N. A. Abd-Rabbo | ||
| Abstract | ||
| In this paper some estimates of the spectral density function of a stationary stochastic process have been discussed and also the problem of estimating the cross-spectra has been considered. The main work in this paper is the construction of an artificial process from a known model and the application of the suggested method of estimation on this process. With suitable choice of the parameters included, we have been able to obtain an estimate of the spectral density function with a relative standard error which is not more than 15 percent. | ||
| Keywords | ||
| Spectral Density Function; Construction of an Artificial Process; Estimation of Spectra | ||
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