Performance of normalized correlation estimators for complex processes

DOI10.1109/78.157187zbMath0744.62119OpenAlexW2132652642MaRDI QIDQ3991433

G. Jacovitti, Roberto Cusani

Publication date: 28 June 1992

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.157187

zbMATH Keywords

Gaussian processesbiascovarianceautoregressive spectrum analysiscomplex invariance propertyestimating normalized second-order moments of complex processesspectral centroid estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Survival analysis and censored data (62N99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Bartlett-type formulas for complex multivariate time series of mixed spectra

This page was built for publication: Performance of normalized correlation estimators for complex processes