Approximate variances for tapered spectral estimates
نویسندگان
چکیده
منابع مشابه
Running head : Approximate REML sampling variances Approximation of Sampling Variances and Confidence Intervals for Maximum Likelihood Estimates of Variance Components
After reviewing pertinent literature on the estimation of sampling variances and confidence intervals in the maximum likelihood framework, a method to approximate these for individual parameters in a multi-parameter analysis is described. It is based on the profile likelihood, defined as the likelihood for a subset of parameter(s) of interest with the remaining parameters equal to their maximum...
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ژورنال
عنوان ژورنال: Signal Processing
سال: 2011
ISSN: 0165-1684
DOI: 10.1016/j.sigpro.2011.05.018