An Estimator for the Spectral Density of a Stationary Time Sequence
نویسندگان
چکیده
منابع مشابه
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Spectral Estimation of Stationary Time Series: Recent Developments
Spectral analysis considers the problem of determining (the art of recovering) the spectral content (i.e., the distribution of power over frequency) of a stationary time series from a finite set of measurements, by means of either nonparametric or parametric techniques. This paper introduces the spectral analysis problem, motivates the definition of power spectral density functions, and reviews...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1977
ISSN: 0090-5364
DOI: 10.1214/aos/1176343852