A Single-Pass Algorithm for Spectrum Estimation With Fast Convergence

DOI10.1109/TIT.2011.2145610zbMath1365.62132OpenAlexW2124977193MaRDI QIDQ5273567

Wei-Biao Wu, Han Xiao

Publication date: 12 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2011.2145610

Mathematics Subject Classification ID

Density estimation (62G07) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series

This page was built for publication: A Single-Pass Algorithm for Spectrum Estimation With Fast Convergence