Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes. (Q1428587)

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scientific article; zbMATH DE number 2062839
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Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes.
scientific article; zbMATH DE number 2062839

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    Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes. (English)
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    29 March 2004
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    Discrete time stationary processes
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    Data tapers
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    Finite Fourier transform
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    Overlapped and non-overlapped intervals
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    Spectral estimates
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    Spectral smoothing
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