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.
Resumen
Se propone un estimador de la desviación típica de la derivada de un proceso gaussiano estacionario de variancia conocida, basado en los valores de los extremos relativos del proceso, y se estudian algunas de sus propiedades.
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Cabaña, E.M. Estimation of the spectral moment, by means of the extrema. Trabajos de Estadistica Y de Investigacion Operativa 36, 71–80 (1985). https://doi.org/10.1007/BF02888542
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DOI: https://doi.org/10.1007/BF02888542