Adding a 95% confidence interval to mscohere output - overlapping vs non-overlapping section with Welch's periodogram

I am trying to evaluate the significance of the coherence between two signals calculated using mscohere. I have found many papers quoting 1-0.05^(1/L-1) where L is the number of non-overlapping sections used. However, I am using 50% overlapping sections in mscohere to get a better estimate, so I am not sure how to calculate the 95% confidence interval from the above formula. From what I can see there was a built in confidence level option in 'cohere' but that does not seem to be present in 'mscohere' which uses Welch's periodogram in calculating the coherence. Is there another built-in matlab function to calculate the confidence interval based on overlapping sections? Or should I use non-overlapping sections to get a correct (mathematically) result (non-preferred option!)?

Any help or hints appreciated.

Answer 1

[Dimitris Fotis Sakellariou]

You may want to check these links out:

https://ieeexplore.ieee.org/document/1416033/

http://www.spg.tu-darmstadt.de/res/dl/bootstraptoolboxformatlab/