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Chave et al. 1987
Chave, A.D., Thomson, D.J. and Ander, M.E. (1987). On the robust estimation of power spectra, coherences, and transfer functions. Journal of Geophysical Research 92: doi: 10.1029/JB092iB01p00633. issn: 0148-0227.

Robust estimation of power spectra, coherences, and transfer functions is investigated in the context of geophysical data processing. The methods described are frequency-domain extensions of current techniques from the statistical literature and are applicable in cases where section-averaging methods would be used with data that are contaminated by local nonstationarity or isolated outliers. The paper begins with a review of robust estimation theory, emphasizing statistical principles and the maximum likelihood or M-estimators. These are combined with section-averaging spectral techniques to obtain robust estimates of power spectra, coherences, and transfer functions in an automatic, data-adaptive fashion. Because robust methods implicitly identify abnormal data, methods for monitoring the statistical behavior of the estimation process using quantile-quantile plots are also discussed. The results are illustrated using a variety of examples from electromagnetic geophysics. ¿ American Geophysical Union 1986

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Journal of Geophysical Research
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American Geophysical Union
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