Browsing by Subject "Flat-top lag-windows"
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Article
Nonlinear spectral density estimation: Thresholding the correlogram
(2012)Traditional kernel spectral density estimators are linear as a function of the sample autocovariance sequence. The purpose of this article is to propose and analyse two new spectral estimation methods that are based on the ...
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Article
Nonlinear spectral density estimation: Thresholding the correlogramAAA
(2012)Traditional kernel spectral density estimators are linear as a function of the sample autocovariance sequence. The purpose of this article is to propose and analyse two new spectral estimation methods that are based on the ...