An overview of multiple-window and quadratic-inverse spectrum estimation methods

Abstract

Presents examples, history, and a brief review of the theory of multiple-window and quadratic-inverse spectrum estimation methods for mixed harmonizable processes. In addition to the standard uses of making consistent non-parametric auto- and cross-spectrum estimates with jackknife confidence intervals and estimating periodic components in coloured noise, quadratic-inverse theory gives a time-frequency decomposition for stochastic processes. This leads to new estimates of both common and less-familiar functions such as the "time-derivative" of a spectrum.