On the behavior of a Capon-type spectral density estimator (Q1896254)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the behavior of a Capon-type spectral density estimator |
scientific article |
Statements
On the behavior of a Capon-type spectral density estimator (English)
0 references
13 February 1996
0 references
leakage effect
0 references
spectral estimator
0 references
high resolution estimator
0 references
maximum likelihood method
0 references
covariance matrix estimation
0 references
spectrum
0 references
stationary time series
0 references
automatic adaptive windowing
0 references
asymptotic equivalence
0 references
quadratic form
0 references
asymptotic normality
0 references
Capon estimator
0 references
asymptotic bias and variance
0 references
