Estimating the statistical bandwidth of a time series
时间序列统计带宽的估计
In many time series and signal processing applications such as spectral estimation, signal-to-noise estimation and frequency response estimation it is imperative to have a good estimate of the bandwidth of the time series. In many scientific applications deconvolution is carried out over the signal-dominated part of the spectrum resulting in a spectrum which is dominantly unimodal, and hence a technique like that used for smoothing windows can be used to define the…