On the spectral density estimation of periodically correlated (cyclostationary) time series

Sankhya: The Indian Journal of Statistics

Volumn 67, Issue 3, 2005, Pages 568-589

  Nematollahi, A R ^a   Subba Rao, T ^b  

^a SHIRAZ UNIVERSITY   (Iran)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Block Toeplitz matrix; Capon's estimate; Eigenvalue decomposition; High resolution estimate; Periodically correlated (cyclostationary) processes

Indexed keywords

EID: 33645460306     PISSN: 09727671     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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