On the behavior of a Capon-type spectral density estimator
type: Item
instance of: scholarly article
title: On the behavior of a Capon-type spectral density estimator
zbMATH Open document ID: 0831.62070
author: Evangelos E. Ioannidis
published in: The Annals of Statistics
publication date: 1996-02-13T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 788301
zbMATH Keywords: leakage effect
zbMATH Keywords: spectral estimator
zbMATH Keywords: high resolution estimator
zbMATH Keywords: maximum likelihood method
zbMATH Keywords: covariance matrix estimation
zbMATH Keywords: spectrum
zbMATH Keywords: stationary time series
zbMATH Keywords: automatic adaptive windowing
zbMATH Keywords: asymptotic equivalence
zbMATH Keywords: quadratic form
zbMATH Keywords: asymptotic normality
zbMATH Keywords: Capon estimator
zbMATH Keywords: asymptotic bias and variance
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176325773
OpenAlex ID: W2084079219
DOI: 10.1214/AOS/1176325773
description: scientific article; zbMATH DE number 788301