1997/02/13 by Lloyd Knox, Knox, Lloyd, J. Richard Bond +4
Economics, Econometrics and Finance · Engineering · Physics and Astronomy · #Advanced Wireless Communication Techniques #Financial Risk and Volatility Modeling #Stochastic processes and financial applications #astro-ph
paper · pdf · doi:10.48550/arxiv.astro-ph/9702110
3 pages, LaTeX, 2 included eps figures, uses sprocl.sty
arxiv created 1997/02/13 · arxiv updated 2009/12/01
We explore power spectrum estimation in the context of a Gaussian approximation to the likelihood function. Using the Saskatoon data, we estimate the power averaged through a set of ten filters designed to make the errors on the power estimates uncorrelated. We also present an improvement to using the window function, Wl, for calculating bandpower estimates.