Multi-taper spectral estimation and accumulation phenomena
Multi-taper spectral estimation and accumulation phenomena
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Jose-Luis Romero, University of Vienna
multi-taper methods aim to recover the spectral density of a听point process by weighting the data with different masks and then performing an average that reduces variance. I'll present performance bounds for one central example of those methods: Thomson's spectral听estimator. The estimates allow us to quantify the trade-off between bias and variance reduction. The key element of the analysis is thedescription of the aggregated profile of the data tapers. I'll discuss听other applications of these methods in time-frequency analysis and听determinantal point processes. 听This is joint work with Luis Daniel Abreu - Acoustics Research Institute,听Austrian Academy of Sciences.