Browsing by Subject "Spectral estimator"

Now showing items 1-2 of 2

    • Article  

      Complex-valued tapers 

      Politis, Dimitris Nicolas (2005)
      The spectral estimation method based on the average of short, tapered periodograms is re-examined. The bias of such estimators is typically O(1/b2), where b is the length of the short blocks. Much of the current researeh ...
    • Article  

      Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics 

      McElroy, T. S.; Politis, Dimitris Nicolas (2014)
      This paper studies taper-based estimates of the spectral density utilizing a fixed bandwidth ratio asymptotic framework, and makes several theoretical contributions: (i) we treat multiple frequencies jointly, (ii) we allow ...