Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes

Applied Mathematics and Computation

Volumn 150, Issue 3, 2004, Pages 681-695

  Teamah, A A M ^a   Bakouch, H S ^a  

^a Tanta University   (Egypt)

Author keywords

Data tapers; Discrete time stationary processes; Finite Fourier transform; Overlapped and non overlapped intervals; Spectral estimates; Spectral smoothing

Indexed keywords

FOURIER TRANSFORMS; FREQUENCY DOMAIN ANALYSIS; STATISTICAL METHODS;

DATA TAPERS; DISCRETE TIME STATIONARY PROCESSES; SPECTRAL ESTIMATES; SPECTRAL SMOOTHING;

FINITE DIFFERENCE METHOD;

EID: 1242298824     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0096-3003(03)00299-6     Document Type: Article

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