Spectral Density Estimation Using Sharpened Periodograms

DOI10.1109/TSP.2007.896297zbMATH Open1390.94492OpenAlexW2163161475MaRDI QIDQ4567441FDOQ4567441

Authors Fang Yao, Thomas C. M. Lee 

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2007.896297

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (4)

• Wavelet-based tests for comparing two time series with unequal lengths
• Automatic and asymptotically optimal data sharpening for nonparametric regression
• Title not available (Why is no real title available?)
• Sensing fractional power spectrum of nonstationary signals with coprime filter banks

This page was built for publication: Spectral Density Estimation Using Sharpened Periodograms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4567441)