Abstract
We present an approximate expression for the covariance of the log-average periodogram for a zero mean stationary Gaussian process. Our findings extend existing results on the covariance of the log-periodogram by additionally taking averaging over adjacent frequencies into account. Moreover, we provide a simple expression for the non-integer moments of a non-central chi-squared distribution.
| Translated title of the contribution | Zur Second-Order Statistik des Log-Average Periodogramms für Gauß-Prozesse |
|---|---|
| Original language | English |
| Pages (from-to) | 3079-3083 |
| Number of pages | 5 |
| Journal | IEEE SIGNAL PROCESSING LETTERS |
| Volume | 31 |
| Publication status | Published - 15 Nov 2024 |
Austrian Fields of Science 2012
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