EconPapers    
Economics at your fingertips  
 

SPECTRAL ANALYSIS OF STATIONARY POINT PROCESSES USING THE FAST FOURIER TRANSFORM ALGORITHM

A. G. Rigas

Journal of Time Series Analysis, 1992, vol. 13, issue 5, 441-450

Abstract: Abstract. In this paper we consider techniques of spectral analysis for stationary point processes in order to study the behaviour of a complex physiological system. The estimates of the power spectrum are obtained by smoothing the periodogram which is computed very rapidly with the help of the fast Fourier transform algorithm. In the computation of the estimates we can use either the whole record of the data or a number of disjoint records.

Date: 1992
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9892.1992.tb00119.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:13:y:1992:i:5:p:441-450

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-19
Handle: RePEc:bla:jtsera:v:13:y:1992:i:5:p:441-450