Statistical Properties for Coherence Estimators From Evolutionary Spectra

DOI10.1109/TSP.2012.2199988MaRDI QIDQ4573980zbMATH OpenFDO

Authors A. T. Walden, Edward A. K. Cohen

Publication date 18 July 2018

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

Full work available at URL https://doi.org/10.1109/TSP.2012.2199988

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Estimation in multivariate analysis (62H12) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(2)

• Uncertainty and information in physiological signals: explicit physical trade-off with log-normal wavelets
• Comments on ``Approximation of statistical distribution of magnitude squared coherence estimated with segment overlapping

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