Universitat Politècnica de Catalunya
Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions
Universitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions
Universitat Politècnica de Catalunya. VEU - Grup de Tractament de la Parla
1995
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 type of density characterizes the duration of staying at an N-states Markov chain, but the approach is general enough to be applied to many practical problems. Both ML and moment-based linear estimates are derived, the former being based on the optimization of a highly non-linear function. 1.
Peer Reviewed
Postprint (published version)
Conference report
Inglés
Àrees temàtiques de la UPC::Enginyeria de la telecomunicació; Telecommunication; Markov chain; Rational characteristic function; Non-linear function; Moment-based linear estimate; Characteristic function; N-states markov chain; Parametric arma model; Density function; Many practical problem; Telecomunicació
. S.N.
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
Open Access
E-prints [73065]
