On lag windows connected with Jacobi polynomials

  • Authors:

  • R. Lasser

  • Affiliations:

  • Center of Mathematical Sciences, Munich University of Technology and GSF - National Research Center for Environment and Health, Institute for Biomathematics and Biometry, Ingolstädter Lands ...

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2002

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Abstract

Lag windows whose corresponding spectral windows are Jacobi polynomials or sums of Jacobi polynomials are introduced. The bias and variance of their spectral density estimators are investigated and their window bandwidth and characteristic exponent are determined.