Geodesic
The comparative analysis of some periodogram's estimates of spectral density
Trudy Instituta matematiki, Tome 15 (2007) no. 2, pp. 90-103

Voir la notice de l'article provenant de la source Math-Net.Ru

Given paper is devoted to ordering of existing estimations of spectral density and comparison of their opportunities at practical use. Asymptotic behavior of displacement and variance of considered estimations depending on used data taper of the given and spectral windows is investigated. Considering the sum of a square of displacement, as a measure of quality of estimations, asymptotic behavior of risk of an estimation of spectral density is investigated. All results are received at restrictions on data taper, spectral windows, semiinvariant spectral density quite satisfactory from the practical point of view. 
@article{TIMB_2007_15_2_a9,
     author = {N. V. Semenchuk and N. N. Troush},
     title = {The comparative analysis of some periodogram's estimates of spectral density},
     journal = {Trudy Instituta matematiki},
     pages = {90--103},
     publisher = {mathdoc},
     volume = {15},
     number = {2},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMB_2007_15_2_a9/}
}
TY  - JOUR
AU  - N. V. Semenchuk
AU  - N. N. Troush
TI  - The comparative analysis of some periodogram's estimates of spectral density
JO  - Trudy Instituta matematiki
PY  - 2007
SP  - 90
EP  - 103
VL  - 15
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TIMB_2007_15_2_a9/
LA  - ru
ID  - TIMB_2007_15_2_a9
ER  - 
%0 Journal Article
%A N. V. Semenchuk
%A N. N. Troush
%T The comparative analysis of some periodogram's estimates of spectral density
%J Trudy Instituta matematiki
%D 2007
%P 90-103
%V 15
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TIMB_2007_15_2_a9/
%G ru
%F TIMB_2007_15_2_a9
N. V. Semenchuk; N. N. Troush. The comparative analysis of some periodogram's estimates of spectral density. Trudy Instituta matematiki, Tome 15 (2007) no. 2, pp. 90-103. http://geodesic.mathdoc.fr/item/TIMB_2007_15_2_a9/