A unified view of multitaper multivariate spectral estimation
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Publication:2739329
DOI10.1093/biomet/87.4.767zbMath1028.62075MaRDI QIDQ2739329
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
Wishart distribution; cross-spectrum; multitapering; lag-window; multiple coherence; segment averaging
62H12: Estimation in multivariate analysis
62M15: Inference from stochastic processes and spectral analysis
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