2 papers
math.PR2017
Optimal Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes Using Hermite Functions
Yasaman Maleki
This paper investigates the mean square error optimal estimation of scale invariant Wigner spectrum for the class of Gaussian locally self-similar processes, by the multitaper meth…
math.ST2012
The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes
Y. Maleki, S. Rezakhah
We study locally self-similar processes (LSSPs) in Silverman's sense. By deriving the minimum mean-square optimal kernel within Cohen's class counterpart of time-frequency represen…