Bayesian Spectrum Analysis and Parameter Estimation
This work is essentially an extensive revision of my Ph.D. dissertation, [1J. It 1S primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to dea...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
1988, 1988
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| Edition: | 1st ed. 1988 |
| Series: | Lecture Notes in Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1 Introduction
- 2 Single Stationary Sinusoid Plus Noise
- 3 The General Model Equation Plus Noise
- 4 Estimating the Parameters
- 5 Model Selection
- 6 Spectral Estimation
- 7 Applications
- 8 Summary and Conclusions
- A Choosing a Prior Probability
- B Improper Priors as Limits
- C Removing Nuisance Parameters
- D Uninformative Prior Probabilities
- E Computing the “Student t-Distribution”