The skewness in the peaks of the two-dimensional power spectral densit
y (PSD) using the quadrant regions of support is investigated, In prac
tice, limited data records or deviation from the assumed white noise h
ypothesis causes non-ideal approximations in the autoregressive proces
s. If only a limited number of data samples is available, the correlat
ion matrix is an estimate of the true correlation matrix. The autoregr
essive process is also based on additive white Gaussian noise, therefo
re any variation in noise will cause an approximation. This deviation
from ideal is demonstrated to be the cause of the skewness in the powe
r spectral density. (C) 1997 Elsevier Science B.V.