Using an argument analogous to the one leading to Equation (354c), show that Equation (354d) holds, which is an asymptotically valid approximation to the variance of the weighted multitaper estimator...


Using an argument analogous to the one leading to Equation (354c), show that Equation (354d) holds, which is an asymptotically valid approximation to the variance of the weighted multitaper estimator
 of Equation (352b) for 0 <><>must be less than S 2 (f), i.e., the approximation to the variance of any of the individual spectra used to form
recall the assumption that the weights sum to unity).




May 22, 2022
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