Abstract
Purpose In practice, the methods for identifying the spectrum of a process considered in the previous chapter come up against the fact that its autocovariance coefficients are not known exactly but are only estimated. Here, we address the problem of non-parametric estimation of these coefficients, hence that of non-parametric spectral estimation by means of the periodogram estimator.
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© 2002 Springer-Verlag London
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Chonavel, T. (2002). Non-parametric Spectral Estimation. In: Statistical Signal Processing. Advanced Textbooks in Control and Signal Processing. Springer, London. https://doi.org/10.1007/978-1-4471-0139-0_12
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DOI: https://doi.org/10.1007/978-1-4471-0139-0_12
Publisher Name: Springer, London
Print ISBN: 978-1-85233-385-0
Online ISBN: 978-1-4471-0139-0
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