Model-based probability density function estimation
Document Type
Article
Date of Original Version
12-1-1998
Abstract
Noting that the probability density function of a continuous random variable has similar properties to a power spectral density, a new class of probability density function estimators is described. The specific model examined is the autoregressive model, although the extension to other time series models is evident. An example is given to illustrate the approach.
Publication Title, e.g., Journal
IEEE Signal Processing Letters
Volume
5
Issue
12
Citation/Publisher Attribution
Kay, Steven. "Model-based probability density function estimation." IEEE Signal Processing Letters 5, 12 (1998): 318-320. doi: 10.1109/97.735424.
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