A new non‐parametric cross‐spectrum estimator

DOI10.1111/JTSA.12639MaRDI QIDQ6134631zbMATH OpenOpenAlexFDO

Authors Evangelos E. Ioannidis

Publication date 22 August 2023

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12639

zbMATH Keywords

Capon estimatorspectral matrixWelch statisticWOSA estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes (62Mxx)

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