Test for generalized variance in signal processing

Madhusudan Bhandary

Statistics & Probability Letters, 1996, vol. 27, issue 2, 155-162

Abstract: We derive a likelihood ratio test for generalized variance in signal processing following the method of Sengupta (1987). We discuss the solution in both white noise and colored noise cases. The asymptotic distribution of the test statistics in both the cases follows chi-square with one degree of freedom from general theory of likelihood ratio test.

Keywords: Likelihood; ratio; test; signal; processing; white; noise; colored; noise (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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