On nonparametric spectral estimation

DOI10.1007/BF01206681MaRDI QIDQ1306193zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Tomas Sundin

Publication date 10 September 2000

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01206681

zbMATH Keywords

Cramer-Rao boundDaniell methodspectral estimation problemThomson method

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Recommendations

• scientific article; zbMATH DE number 3960824
• Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences
• Nonparametric high resolution spectral estimation
• Nonlinear spectral density estimation: thresholding the correlogram

Cites work

• scientific article; zbMATH DE number 193741 (Why is no real title available?)
• Introduction to spectral analysis
• Prolate Spheroidal Wave Functions, Fourier Analysis and Uncertainty - IV: Extensions to Many Dimensions; Generalized Prolate Spheroidal Functions

Cited in

(11)

• Spectral estimation of non-stationary white noise
• Selection of optimal AR spectral estimation method for internal carotid arterial Doppler signals using Cramer-Rao bound
• Compressive Spectral Estimation for Nonstationary Random Processes
• Unaliasing of aliased line component frequencies
• Spectral estimation from nonconsecutive data
• scientific article; zbMATH DE number 4088784 (Why is no real title available?)
• scientific article; zbMATH DE number 193289 (Why is no real title available?)
• Nonparametric polyspectral estimators for kth-order (almost) cyclostationary processes
• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• A new non‐parametric cross‐spectrum estimator
• Jensen-distance rate for stationary time series based on cross-spectral methods

This page was built for publication: On nonparametric spectral estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1306193)