A new non‐parametric cross‐spectrum estimator

DOI10.1111/jtsa.12639OpenAlexW4200083480MaRDI QIDQ6134631

Evangelos E. Ioannidis

Publication date: 22 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12639

zbMATH Keywords

spectral matrixCapon estimatorWelch statisticWOSA estimator

Mathematics Subject Classification ID

Cites Work

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