Asymptotic delta-like behavior of the weighted taper in Thomson's multitaper F-test
Hau-Tieng Wu
Abstract
We study the weighted taper arising in Thomson's multitaper F test, which is constructed from pre-plunge discrete prolate spheroidal wave functions (DPSWF). Numerical evidence suggests that, in the asymptotic regime, the Fourier transform of this taper converges to a delta measure supported at the origin. We provide a rigorous theoretical justification for this behavior.
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