Estimation of the spectral density of a time series
Spectral analysis is a powerful, flexible technique for analysing the structure of a stochastic process. However, its application is impeded by the difficulty of choosing the appropriate smoothing to apply to the estimator of the spectral density function. A general framework is proposed which allow...
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University of Bath
1979
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.455314 |