On lag windows connected with Jacobi polynomials

R. Lasser

doi:10.1016/S0377-0427(01)00582-9

On lag windows connected with Jacobi polynomials

R. Lasser

Department Mathematics

Helmholtz Zentrum München German Research Center for Environmental Health

Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung

Abstract

Lag windows whose corresponding spectral windows are Jacobi polynomials or sums of Jacobi polynomials are introduced. The bias and variance of their spectral density estimators are investigated and their window bandwidth and characteristic exponent are determined.

Originalsprache	Englisch
Seiten (von - bis)	291-300
Seitenumfang	10
Fachzeitschrift	Journal of Computational and Applied Mathematics
Jahrgang	145
Ausgabenummer	2
DOIs	https://doi.org/10.1016/S0377-0427(01)00582-9
Publikationsstatus	Veröffentlicht - 15 Aug. 2002

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10.1016/S0377-0427(01)00582-9

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title = "On lag windows connected with Jacobi polynomials",

abstract = "Lag windows whose corresponding spectral windows are Jacobi polynomials or sums of Jacobi polynomials are introduced. The bias and variance of their spectral density estimators are investigated and their window bandwidth and characteristic exponent are determined.",

keywords = "Jacobi polynomials, Lag windows, Spectral estimation",

author = "R. Lasser",

year = "2002",

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doi = "10.1016/S0377-0427(01)00582-9",

language = "English",

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AU - Lasser, R.

PY - 2002/8/15

Y1 - 2002/8/15

N2 - Lag windows whose corresponding spectral windows are Jacobi polynomials or sums of Jacobi polynomials are introduced. The bias and variance of their spectral density estimators are investigated and their window bandwidth and characteristic exponent are determined.

AB - Lag windows whose corresponding spectral windows are Jacobi polynomials or sums of Jacobi polynomials are introduced. The bias and variance of their spectral density estimators are investigated and their window bandwidth and characteristic exponent are determined.

KW - Jacobi polynomials

KW - Lag windows

KW - Spectral estimation

UR - https://www.scopus.com/pages/publications/0037102496

U2 - 10.1016/S0377-0427(01)00582-9

DO - 10.1016/S0377-0427(01)00582-9

M3 - Article

AN - SCOPUS:0037102496

SN - 0377-0427

VL - 145

SP - 291

EP - 300

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

IS - 2

ER -

On lag windows connected with Jacobi polynomials

Abstract

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