A novel approach to the spectral density estimation problem

DOI10.1016/0165-1684(95)00097-6MaRDI QIDQ672847zbMATH OpenOpenAlexFDO

Authors Roman Ugrinovsky

Publication date 28 February 1997

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(95)00097-6

zbMATH Keywords

ExtrapolationTime seriesSpectral estimationAutocorrelation functionTrigonometric moment problem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

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(12)

• Advances in high-resolution spectral estimation
• $L_2 $ Spectral Estimation
• Symmetrization and enhancement of the continuous Morlet transform for spectral density estimation
• Instantaneous spectrum estimation of event-based densities
• Optimal recursive spectral estimation methods. A survey and new results
• Construction of estimates of spectral densities with a given accuracy over intersecting intervals of observations
• An interpretation of the dual problem of the THREE-like approaches
• Decimative spectral estimation with unconstrained model order
• scientific article; zbMATH DE number 4185514 (Why is no real title available?)
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• On spectrum approximation by impulses
• Data-Driven Efficient Estimation of the Spectral Density

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