Adaptive smoothing of the log-spectrum with multiple tapering

@article{Riedel1996AdaptiveSO,
  title={Adaptive smoothing of the log-spectrum with multiple tapering},
  author={Kurt S. Riedel},
  journal={IEEE Trans. Signal Process.},
  year={1996},
  volume={44},
  pages={1794-1800}
}
  • K. Riedel
  • Published 1 July 1996
  • Computer Science
  • IEEE Trans. Signal Process.
A hybrid estimator of the log-spectral density of a stationary time series is proposed. First, a multiple taper estimated is performed, followed by kernel smoothing the log-multiple taper estimate. This procedure reduces the expected mean square error by (/spl pi//sup 2//4)/sup 4/5/ over simply smoothing the log tapered periodogram. A data-adaptive implementation of a variable-bandwidth kernel smoother is given. 

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