Spectral estimation of non-stationary white noise
type: Item
instance of: scholarly article
title: Spectral estimation of non-stationary white noise
zbMATH Open document ID: 0867.62074
DOI: 10.1016/S0016-0032(96)00060-9
author: Jeffery C. Allen
author: Stephen L. Hobbs
published in: Journal of the Franklin Institute
publication date: 1997-08-03T00:00:00Z
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 977748
zbMATH Keywords: diagonal smoothing
zbMATH Keywords: two-dimensional spectrum
zbMATH Keywords: periodically correlated random processes
zbMATH Keywords: non-stationary white noise
zbMATH Keywords: mean-square consistent estimators
zbMATH Keywords: Fourier transform
MaRDI profile type: Publication
cites work: Q5585825
cites work: Q3843987
cites work: The distribution of the sequential decoding computation time
cites work: Q3121550
cites work: Q5509277
cites work: Q5822308
cites work: Q3914121
cites work: Q5667036
cites work: Q4405392
cites work: Some Applications of Covariance Identities and Inequalities to Functions of Multivariate Normal Variables
cites work: Stochastic processes as Fourier integrals and dilation of vector measures
cites work: Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes
cites work: An introduction to stochastic processes and their applications
cites work: Q3254057
cites work: Q3968213
cites work: Q4778193
cites work: Q4103979
cites work: Q3827448
cites work: Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes
full work available at URL: s0016-0032(96)00060-9
OpenAlex ID: W2042351577
Recommended article: Spectral approach to white noise analysis
Recommended article: Q3370995
Recommended article: Nonparametric estimation of signal amplitude in white Gaussian noise
Recommended article: On Sinusoid Estimation in Nonstationary Noise
Recommended article: White noise calculus and nonlinear filtering theory
Recommended article: On nonparametric spectral estimation
Recommended article: Q4510734
Recommended article: Spectral densities describing off-white noises
description: scientific article; zbMATH DE number 977748