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Mathematics of the USSR-Izvestiya, 1986, Volume 27, Issue 3, Pages 503–519
DOI: https://doi.org/10.1070/IM1986v027n03ABEH001186 (Mi im1397) 		 
Estimators of joint spectra of multidimensional Gaussian sequences

I. G. Zhurbenko, I. A. Kozhevnikova
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DOI: https://doi.org/10.1070/IM1986v027n03ABEH001186
Abstract: The authors study the spectral characteristics of multidimensional stationary sequences, namely, estimators of the cospectrum, the quadrature spectrum, the amplitude and phase spectra, and also the square of the modulus of the coherence spectrum. For these they carry out investigations of both classical periodogram estimators, as well as time shift estimators.
Bibliography: 13 titles.
Received: 18.11.1983
Russian version:
Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya, 1985, Volume 49, Issue 6, Pages 1229–1245
Bibliographic databases:
UDC: 519.24
MSC: Primary 62F10, 62F12, 62M10, 62M15; Secondary 60G15
Language: English
Original paper language: Russian
Citation: I. G. Zhurbenko, I. A. Kozhevnikova, “Estimators of joint spectra of multidimensional Gaussian sequences”, Izv. Akad. Nauk SSSR Ser. Mat., 49:6 (1985), 1229–1245; Math. USSR-Izv., 27:3 (1986), 503–519
Citation in format AMSBIB
\Bibitem{ZhuKoz85}
\by I.~G.~Zhurbenko, I.~A.~Kozhevnikova
\paper Estimators of joint spectra of multidimensional Gaussian sequences
\jour Izv. Akad. Nauk SSSR Ser. Mat.
\yr 1985
\vol 49
\issue 6
\pages 1229--1245
\mathnet{http://mi.mathnet.ru/im1397}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=816854}
\zmath{https://zbmath.org/?q=an:0658.62110|0601.62118}
\transl
\jour Math. USSR-Izv.
\yr 1986
\vol 27
\issue 3
\pages 503--519
\crossref{https://doi.org/10.1070/IM1986v027n03ABEH001186}
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    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
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    Abstract page:375
    Russian version PDF:105
    English version PDF:16
    References:63
    First page:1
     
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