Two problems in the subject of time-series analysis are considered: (A) the effect of fluctuating variances on the periodogram of a set of independent Gaussian data with zero means; (B) the ...
The WEIGHTS statement specifies the relative weights used in the moving average applied to the periodogram ordinates to form the spectral density estimates. A WEIGHTS statement must be used to produce ...
The periodogram for a spatial process observed on a lattice is often used to estimate the spectral density. The bases for such estimators are two asymptotic properties that periodograms commonly ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results