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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. Akad. Nauk SSSR Ser. Mat., 1985 Volume 49, Issue 6, Pages 1229–1245 (Mi im1397)

Estimators of joint spectra of multidimensional Gaussian sequences

I. G. Zhurbenko, I. A. Kozhevnikova


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.

UDC: 519.24

MSC: Primary 62F10, 62F12, 62M10, 62M15; Secondary 60G15

Received: 18.11.1983


 English version:
Mathematics of the USSR-Izvestiya, 1986, 27:3, 503–519

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