Bias-free estimation of the covariance function and the power spectral density from data with missing samples including extended data gaps

Bias-free estimation of the covariance function and the power spectral density from data with missing samples including extended data gaps

Abstract Nonparametric estimation of the covariance function and the power spectral density of uniformly spaced data from stationary stochastic processes with missing samples is investigated. Several common methods are tested for their systematic and random errors under the condition of variations i...

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Bibliographic Details
Main Authors: Nils Damaschke, Volker Kühn, Holger Nobach
Format: Article
Language:English
Published: SpringerOpen 2024-01-01
Series:EURASIP Journal on Advances in Signal Processing
Subjects:
Bias-free estimation
Covariance
Spectrum
Missing samples
Data gaps
Online Access:https://doi.org/10.1186/s13634-024-01108-4

Internet

https://doi.org/10.1186/s13634-024-01108-4

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