Related papers: Unbiased two-windows approach for Welch's method
With the steadily improving sensitivity afforded by current and future galaxy surveys, a robust extraction of two-point correlation function measurements may become increasingly hampered by the presence of astrophysical foregrounds or…
We develop a method for estimating the shear power spectra from weak lensing observations and test it on simulated data. Our method describes the shear field in terms of angular power spectra and cross correlation of the two shear modes…
Progressive censoring scheme has received considerable attention in recent years. In this paper we introduce a new type-II progressive censoring scheme for two samples. It is observed that the proposed censoring scheme is analytically more…
This is the first of a pair of papers which address the problem of measuring the unredshifted power spectrum in optimal fashion from a survey of galaxies, with arbitrary geometry, for Gaussian or non-Gaussian fluctuations, in real or…
We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local $X$-Whittle estimators -- as generalizations of their univariate counterparts. As the…
Cross-power spectrum is a quadratic estimator between two maps that can provide unbiased estimate of the underlying power spectrum of the correlated signals, which is therefore used for extracting the power spectrum in the WMAP data. In…
We consider the problem of estimating cross-spectral quantities in the low-frequency regime, where long observation times limit averaging over large ensembles of periodograms, thereby preventing the use of approximate Gaussian statistics.…
In this paper, a novel two-dimensional super-resolution angle-of-departure (AoD) and angle-of-arrival (AoA) estimation technique is proposed for wideband millimeter-wave multiple-input multiple-output systems with cross-polarized antenna…
There is already a method known from the literature with which it is possible to measure both the transfer function and the noise power spectral density of the superimposed noise at the output of a disturbed, time-invariant, real system…
A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…
We present a new numerical scheme to solve the Helmholtz equation in a wave-guide. We consider a medium that is bounded in the $x_2$-direction, unbounded in the $x_1$-direction and $\varepsilon$-periodic for large $|x_1|$, allowing…
Spectral estimation is an important tool in time series analysis, with applications including economics, astronomy, and climatology. The asymptotic theory for non-parametric estimation is well-known but the development of non-asymptotic…
With the advent of massive data outputs at a regular rate, admittedly, signal processing technology plays an increasingly key role. Nowadays, signals are not merely restricted to physical sources, they have been extended to digital sources…
Panel data allows for the modeling of unobserved heterogeneity, significantly raising the number of nuisance parameters and making high dimensionality a practical issue. Meanwhile, temporal and cross-sectional dependence in panel data…
The method described in the first part for frequency-selectively measuring the transfer function and the noise power spectral density of the superimposed noise at the output of a disturbed, real system with nonlinearities using windowing…
The properties of the Gabor and Morlet transforms are examined with respect to the Fourier analysis of discretely sampled data. Forward and inverse transform pairs based on a fixed window with uniform sampling of the frequency axis can…
The knowledge of channel statistics can be very helpful in making sound opportunistic spectrum access decisions. It is therefore desirable to be able to efficiently and accurately estimate channel statistics. In this paper we study the…
Power spectral density (PSD) estimation is a critical step in gravitational wave (GW) detectors data analysis. The Welch method is a typical non-parametric spectral estimation approach that estimates the PSD of stationary noise by averaging…
Spectral estimation is a fundamental problem for time series analysis, which is widely applied in economics, speech analysis, seismology, and control systems. The asymptotic convergence theory for classical, non-parametric estimators, is…
The subject of this paper is an investigation of the nonlinear contributions to the spectrum of the integrated Sachs-Wolfe (iSW) effect. We derive the corrections to the iSW-auto spectrum and the iSW-tracer cross-spectrum consistently to…