scientific article; zbMATH DE number 4185514

MaRDI QIDQ5750798zbMATH OpenFDO

Authors B. Lumeau, H. Clergeot

Publication date 1990

zbMATH Keywords

decorrelationnon-parametric methodslowly varying spectrawhitening

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

Recommendations

• scientific article; zbMATH DE number 1072464
• A Nonparametric Prewhitened Covariance Estimator
• Bandwidth selection in nonparametric spectral density estimation of the stationary Gaussian process
• scientific article; zbMATH DE number 3943684
• A novel approach to the spectral density estimation problem

Cited in

(2)

• Bias compensation methods for minimum statistics noise power spectral density estimation
• Optimal correction of an indefinite estimated MA spectral density matrix

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5750798)