Basic Considerations in the Estimation of Spectra
作者:
M.B. Priestley,
期刊:
Technometrics
(Taylor Available online 1962)
卷期:
Volume 4,
issue 4
页码: 551-564
ISSN:0040-1706
年代: 1962
DOI:10.1080/00401706.1962.10490039
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The existing methods of estimating the spectrum of a stationary time series are surveyed from the point of view of the user of spectral techniques, and the role of the spectral bandwidth in the design of estimates is emphasised. A discussion on the construction of “optimum” estimates is included, and a note is added on the effect of transients on estimates obtained by means of filters.
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