Optimally smoothed periodogram

• Locally smoothing the periodogram yields one of the most successful methods for non-parametric spectral estimation. Nevertheless, no much guideline was available for choosing the window parameters and span for smoothing. Here we derive the window paramete

Keyword

spectral analysis; non-parametric methods; smoothed periodogram; optimal spectral window

Publication and Content Type

vet (subject category)

art (subject category)