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A new non‐parametric cross‐spectrum estimator - MaRDI portal

A new non‐parametric cross‐spectrum estimator (Q6134631)

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scientific article; zbMATH DE number 7730966
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English
A new non‐parametric cross‐spectrum estimator
scientific article; zbMATH DE number 7730966

    Statements

    title
    A new non‐parametric cross‐spectrum estimator (English)
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    publication date
    22 August 2023
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    zbMATH Keywords
    Capon estimator
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    spectral matrix
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    Welch statistic
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    WOSA estimator
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    cites work
    Q4124142
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    Time Series
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    Q4275427
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    Q3883351
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    Identifiers

    DOI
    10.1111/jtsa.12639
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    Mathematics Subject Classification ID
    62Mxx
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    62M15
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    62N10
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    62G05
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    62G20
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    62E20
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    zbMATH DE Number
    7730966
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    OpenAlex ID
    W4200083480
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