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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 1990 Volume 26, Issue 1, Pages 12–18 (Mi ppi588)

This article is cited in 2 papers

Methods of Signal Processing

Estimation of Trispectral Density of a Stationary Stochastic Process

V. G. Alekseev


Abstract: We investigate the statistical properties of nonparametric estimates of trispectral density of a stationary stochastic process. We show that the mean square of the absolute value of the estimation error of trispectral density essentially depends on the degree of smoothness of its real and imaginary parts. A method of trispectral density estimation is suggested for the case with systematically missing observations.

UDC: 621.391.1:519.27

Received: 31.03.1988


 English version:
Problems of Information Transmission, 1990, 26:1, 9–14

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