Unbiased estimation of fourth-order matrix moments
نویسندگان
چکیده
منابع مشابه
Ergodicity and fourth-order spectral moments
Relationships between ergodicity and structures of fourthorder spectral moments are investigated. In particular it is shown that second-order ergodicity of a random process is directly related to the distribution of these moments on the normal manifolds of the frequency domain. This result is illustrated by various examples.
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1992
ISSN: 0024-3795
DOI: 10.1016/0024-3795(92)90445-g