Estimation of the Characteristic Function

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Estimation of the Characteristic Function

Show simple item record Arnold, M.J. Zoubir, A.M. Boashash, B 2012-05-07T15:58:06Z 2012-05-07T15:58:06Z 1995-06
dc.identifier.citation Proceedings of the International IEEE/ATHOS Signal Processing Workshop on Higher Order Statistics, Barcelona, Spain, June 1995 en_US
dc.description This paper describes a methodology for the application of characteristic functions to problems involving statistical characterisation. (Other relevant details can be found in the comprehensive book on Time-Frequency Signal Analysis and Processing (see In addition, the most recent upgrade of the original software package that calculates Time-Frequency Distributions and Instantaneous Frequency estimators can be downloaded from the web site: This was the first software developed in the field, and it was first released publicly in 1987 at the 1st ISSPA conference held in Brisbane, Australia, and then continuously updated). en_US
dc.description.abstract In this paper we consider the problem of estimating the characteristic function in detail, basing our formulation upon kernel probability density function estimation. Under appropriate assumptions we derive a series of (mean-square error) optimum kernel characteristic function estimators and implement them showing clearly the Significant improvements possible. en_US
dc.language.iso en en_US
dc.publisher IEEE en_US
dc.subject pdf estimation en_US
dc.subject probability density function en_US
dc.subject characteristic function en_US
dc.subject cf estimation en_US
dc.subject optimum kernel en_US
dc.subject random processes characterization en_US
dc.subject kernel density estimation en_US
dc.subject cf estimator en_US
dc.subject higher order kernel function en_US
dc.subject cumulant en_US
dc.subject data dependent cf estimator en_US
dc.subject statistical characterization en_US
dc.title Estimation of the Characteristic Function en_US
dc.type Article en_US

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