Optimal estimation of time series functions
نویسندگان
چکیده
منابع مشابه
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: IEEE Transactions on Acoustics, Speech, and Signal Processing
سال: 1980
ISSN: 0096-3518
DOI: 10.1109/tassp.1980.1163477