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 of Mathematics

Helmholtz Zentrum München German Research Center for Environmental Health

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	291-300
Number of pages	10
Journal	Journal of Computational and Applied Mathematics
Volume	145
Issue number	2
DOIs	https://doi.org/10.1016/S0377-0427(01)00582-9
State	Published - 15 Aug 2002

Keywords

Jacobi polynomials
Lag windows
Spectral estimation

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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",

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pages = "291--300",

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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

Keywords

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