On Second-Order Statistics of the Log-Average Periodogram for Gaussian Processes
Statistics Theory
2024-10-10 v2 Statistics Theory
Abstract
We present an approximate expression for the covariance of the log-average periodogram for a zero mean stationary Gaussian process. Our findings extend the work of [1] on the covariance of the log-periodogram by additionally taking averaging over adjacent frequencies into account. Moreover, we provide a simple expression for the non-integer moments of a non-central chi-squared distribution.
Keywords
Cite
@article{arxiv.2306.10920,
title = {On Second-Order Statistics of the Log-Average Periodogram for Gaussian Processes},
author = {Karolina Klockmann and Tatyana Krivobokova},
journal= {arXiv preprint arXiv:2306.10920},
year = {2024}
}
Comments
14 pages, 1 figure