Data-Dependent Spectral Windows: Generalizing the Classical Framework to Include Maximum Entropy Estimates

DOI10.2307/1269082MaRDI QIDQ4723100zbMATH OpenOpenAlexFDO

Authors Clifford Hurvich

Publication date 1986

Full work available at URL https://doi.org/10.2307/1269082

zbMATH Keywords

bandwidthconvolutiongeneralized spectral windowsmaximum entropy methodMonte Carlo studyspectrum estimationwindowed-periodogram method

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99) Measures of information, entropy (94A17)

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• scientific article; zbMATH DE number 3872517

Cited in

(4)

• Comparative study between four classical spectral analysis methods
• Multidimensional MEM spectral estimation
• A generalized window approach to spectral estimation
• Some methods of spectral analysis: comparison with MEM--MRA combination

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