Approximate variances for tapered spectral estimates

DOI10.1016/j.sigpro.2011.05.018zbMath1222.94014arXiv1009.2698OpenAlexW2049451758MaRDI QIDQ634896

Hans R. Künsch, Michael Amrein

Publication date: 17 August 2011

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.2698

zbMATH Keywords

asymptotic variancesmoothed periodogramdata taper

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Uses Software

• R
• sapa

Cites Work

• Spectral Analysis for Physical Applications
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