On the behavior of a Capon-type spectral density estimator (Q1896254)
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scientific article; zbMATH DE number 788301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the behavior of a Capon-type spectral density estimator |
scientific article; zbMATH DE number 788301 |
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On the behavior of a Capon-type spectral density estimator (English)
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13 February 1996
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leakage effect
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spectral estimator
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high resolution estimator
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maximum likelihood method
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covariance matrix estimation
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spectrum
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stationary time series
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automatic adaptive windowing
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asymptotic equivalence
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quadratic form
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asymptotic normality
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Capon estimator
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asymptotic bias and variance
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