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Multidimensional multitaper spectral estimation. (English) Zbl 1005.94515
Summary: We propose a very simple generalization of the one-dimensional multitaper spectral estimation technique to the multidimensional case. Multidimensional tapers are constructed from products of one-dimensional taper elements, or formally as outer products of lower dimensional tapers. The two-dimensional case is treated in some detail, and several properties of the novel tapers are listed.

MSC:
94A12 Signal theory (characterization, reconstruction, filtering, etc.)
62M15 Inference from stochastic processes and spectral analysis
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