2026-04-17T19:03:58Zhttps://recercat.cat/oai/request

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

Rational characteristic functions and markov chains Vidal Manzano, José Bonafonte Cávez, Antonio Losada, N Rodríguez Fonollosa, José Adrián Rodríguez Fonollosa, Javier 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 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) 1995 Conference report http://creativecommons.org/licenses/by-nc-nd/3.0/es/ Open Access . S.N.