Exploració per tema "Moment-based linear estimate"

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    • Rational characteristic functions and markov chains 

      Vidal Manzano, José; Bonafonte Cávez, Antonio; Losada, N; Rodríguez Fonollosa, José Adrián; Rodríguez Fonollosa, Javier (. S.N., 1995)
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      Accés obert
      Abstract 1 We investigate in this paper how to estimate the density function of a random variable using a parametric ARMA model for its characteristic function. The choice of this model is motivated by the fact that this ...