On nonparametric spectral estimation

DOI10.1007/BF01206681zbMATH Open0943.93052OpenAlexW1971310073MaRDI QIDQ1306193FDOQ1306193

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

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zbMATH Keywords

spectral estimation problemCramer-Rao boundDaniell methodThomson method

Mathematics Subject Classification ID

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

Cites Work

• Prolate Spheroidal Wave Functions, Fourier Analysis and Uncertainty - IV: Extensions to Many Dimensions; Generalized Prolate Spheroidal Functions
• Introduction to spectral analysis
• Title not available (Why is that?)

Cited In (10)

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• A new non‐parametric cross‐spectrum estimator
• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• Selection of optimal AR spectral estimation method for internal carotid arterial Doppler signals using Cramer-Rao bound
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• Nonparametric polyspectral estimators for kth-order (almost) cyclostationary processes
• Compressive Spectral Estimation for Nonstationary Random Processes
• Unaliasing of aliased line component frequencies
• Spectral estimation of non-stationary white noise
• Spectral estimation from nonconsecutive data

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