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Performance of normalized correlation estimators for complex processes - MaRDI portal

Performance of normalized correlation estimators for complex processes (Q3991433)

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scientific article; zbMATH DE number 36977
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Performance of normalized correlation estimators for complex processes
scientific article; zbMATH DE number 36977

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    Performance of normalized correlation estimators for complex processes (English)
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    28 June 1992
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    estimating normalized second-order moments of complex processes
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    bias
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    covariance
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    Gaussian processes
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    complex invariance property
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    autoregressive spectrum analysis
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    spectral centroid estimation
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