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Estimating the autocorrelation function of the control process for the variance of nonstationary gaussian white noise

  • Mathematical Processing of Experimental Data
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Russian Physics Journal Aims and scope

Abstract

A model is described for nonstationary Gaussian white noise and estimators are proposed for its characteristics.

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References

  1. Siotani, Hayakawa, Modern Multivariate Statistical Analysis. Amer. Sci. Press, Columbus, Ohio (1985).

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  2. H. Cramer and M. Lindbetter, Stationary Random Processes [Russian translation], Mir, Moscow (1987).

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  3. S. A. Pottosina and A. F. Terpugov, Izv. Vyssh. Uchebn. Zaved., Fiz., No. 2, 62–72 (1994).

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Authors
  1. T. V. Kalashnikova
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  2. N. S. Terpugova
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Additional information

Tomsk State University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 4, pp. 45–50, April, 1997.

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Kalashnikova, T.V., Terpugova, N.S. Estimating the autocorrelation function of the control process for the variance of nonstationary gaussian white noise. Russ Phys J 40, 351–356 (1997). https://doi.org/10.1007/BF02508856

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  • DOI: https://doi.org/10.1007/BF02508856

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