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Some Practical and Statistical Aspects of Filtering and Spectrum Estimation

T. P. Speed
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T. P. Speed: CSIRO Division of Mathematics and Statistics

A chapter in Fourier Techniques and Applications, 1985, pp 101-118 from Springer

Abstract: Abstract In this lecture I will discuss some practical and statistical aspects of filtering and spectrum estimation based upon a sequence (Xt : t = 1,…,N) of real numbers. Where appropriate we view this N-tuple as a sample from or part of a single rather than multiple (vector) discrete as opposed to continuous timei.e. one-dimensional index series.

Keywords: Fast Fourier Transform; Discrete Fourier Transform; Spectral Average; Nyquist Frequency; Spectrum Estimation (search for similar items in EconPapers)
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-2525-3_6

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DOI: 10.1007/978-1-4613-2525-3_6

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