2026-04-14T05:35:40Zhttps://recercat.cat/oai/request

oai:recercat.cat:2117/1022272025-07-17T08:47:33Zcom_2072_1033col_2072_452950

00925njm 22002777a 4500 dc Vidal Manzano, José author Bonafonte Cávez, Antonio author Losada, N author Rodríguez Fonollosa, José Adrián author Rodríguez Fonollosa, Javier author 1995 Abstract 1 We investigate in this paper how to estimate the density function of a random variable using a parametric ARMA model for its characteristic function. The choice of this model is motivated by the fact that this type of density characterizes the duration of staying at an N-states Markov chain, but the approach is general enough to be applied to many practical problems. Both ML and moment-based linear estimates are derived, the former being based on the optimization of a highly non-linear function. 1. Peer Reviewed Postprint (published version) Àrees temàtiques de la UPC::Enginyeria de la telecomunicació Telecommunication Markov chain Rational characteristic function Non-linear function Moment-based linear estimate Characteristic function N-states markov chain Parametric arma model Density function Many practical problem Telecomunicació Rational characteristic functions and markov chains