DocumentCode
1897735
Title
Bootstrap based spectral analysis
Author
Zoubir, Abdelhak M.
Author_Institution
Signal Process. Group, Darmstadt Univ. of Technol.
fYear
2005
fDate
17-20 July 2005
Firstpage
1310
Lastpage
1315
Abstract
The problem of confidence interval estimation for spectra, coherence functions and transfer functions is addressed. We propose bootstrap based methods as an alternative to asymptotic techniques. Bootstrap methods provide accurate confidence coverage, in particular when asymptotic techniques are invalid, i.e., for small sample sizes or non-Gaussian data
Keywords
spectral analysis; transfer functions; asymptotic techniques; bootstrap based spectral analysis; confidence interval estimation; transfer functions; Bandwidth; Frequency; Kernel; Limiting; Noise figure; Nonlinear filters; Signal processing; Signal resolution; Spectral analysis; Transfer functions;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on
Conference_Location
Novosibirsk
Print_ISBN
0-7803-9403-8
Type
conf
DOI
10.1109/SSP.2005.1628798
Filename
1628798
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