Abstract Details
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Activity Number:
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24
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Type:
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Topic Contributed
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Date/Time:
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Sunday, August 3, 2014 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Physical and Engineering Sciences
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Abstract #311555
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View Presentation
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Title:
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Quadratic-Inverse Estimatesof Autocorrelation
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Author(s):
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David J. Thomson*+
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Companies:
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Queen's University
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Keywords:
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multitaper ;
autocorrelation ;
quadratic-inverse ;
time-series ;
likelihood
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Abstract:
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We reconsider the classical problem of estimating the autocorrelation sequence of a stationary time--series using quadratic--inverse spectrum estimates. This collapses the free--parameter expansion ambiguity of quadratic--inverse spectrum estimates and results in estimates of autocorrelations that have simultaneously low bias and variance.
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Authors who are presenting talks have a * after their name.
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