Higher-order accurate polyspectral estimation with flat-top lag-windows
Date
2009Author
Berg, A.Politis, Dimitris Nicolas
Source
Annals of the Institute of Statistical MathematicsVolume
61Issue
2Pages
477-498Google Scholar check
Keyword(s):
Metadata
Show full item recordAbstract
Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical estimators with second-order kernels. A simple, data-dependent algorithm for selecting the bandwidth is introduced and is shown to be consistent with estimating the optimal bandwidth. The combination of the specialized family of kernels with the new bandwidth selection algorithm yields a considerably improved polyspectral estimator surpassing the performances of existing estimators using second-order kernels. Bispectral simulations with several standard models are used to demonstrate the enhanced performance with the proposed methodology. © 2007 The Institute of Statistical Mathematics, Tokyo.
Collections
Cite as
Related items
Showing items related by title, author, creator and subject.
-
Conference Object
Robust estimation with applications to phase and envelope estimation in frequency selective wireless fading channels
Socratous, Y.; Charalambous, Charalambos D.; Georghiades, C. N. (2008)This paper derives robust niiniinax estimators for a class of uncertain models. The uncertainty is described by a relative entropy constraint between the unknown joint distribution and a fixed nominal joint distribution. ...
-
Conference Object
Distributed network size estimation and average degree estimation and control in networks isomorphic to directed graphs
Shames, I.; Charalambous, T.; Hadjicostis, Christoforos N.; Johansson, M. (2012)Many properties of interest in graph structures are based on the nodes' average degree (i.e., the average number of edges incident to/from each node). In this work, we present asynchronous distributed algorithms, based on ...
-
Conference Object
Least-Square estimation for nonlinear systems with applications to phase and envelope estimation in wireless fading channels
Socratous, Y.; Charalambous, Charalambos D.; Georghiades, C. N. (2008)This paper addresses the problem of nonlinear Least-Square estimation. A new approach is presented which employees a change of probability measure technique to derive recursive equations for conditional means of nonlinear ...