Bayesian Spectrum Analysis and Parameter Estimation

Bayesian Spectrum Analysis and Parameter Estimation by G. Larry Bretthorst.

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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Bibliographic Details
Main Author: Bretthorst, G. Larry (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 1988.
Edition:1st ed. 1988.
Series:Lecture Notes in Statistics, 48
Springer eBook Collection.
Subjects:
Applied mathematics.
Engineering mathematics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
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”.

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