A unified view of multitaper multivariate spectral estimation

DOI10.1093/biomet/87.4.767zbMath1028.62075OpenAlexW1976727013MaRDI QIDQ2739329

A. T. Walden

Publication date: 9 September 2001

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/87.4.767

zbMATH Keywords

Wishart distributioncross-spectrummultitaperinglag-windowmultiple coherencesegment averaging

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Inference from stochastic processes and spectral analysis (62M15)

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