Time-varying spectrum estimation for a general class of non-stationary processes.

In a general class of nonstationary processes, the autocorrelation may have different time variation rates at different lags. The estimation of each lag in a manner consistent with its nature of nonstationarity yields a reduction in the variance of the spectrum estimate at different frequencies.

Bibliographic Details

Main Author:	Amin, Moeness G.
Format:	Villanova Faculty Authorship
Language:	English
Published:	1986
Online Access:	http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:173768