2000 character limit reached
Adaptive Smoothing of the Log-Spectrum with Multiple Tapering (1803.03995v1)
Published 11 Mar 2018 in stat.ME, eess.AS, eess.SP, math.ST, physics.data-an, and stat.TH
Abstract: A hybrid estimator of the log-spectral density of a stationary time series is proposed. First, a multiple taper estimate is performed, followed by kernel smoothing the log-multiple taper estimate. This procedure reduces the expected mean square error by $(\pi2/ 4){4/5} $ over simply smoothing the log tapered periodogram. A data adaptive implementation of a variable bandwidth kernel smoother is given.
Sponsor
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.