Spectral density estimation for linear processes with dependent innovations

2008 ◽  
Vol 78 (12) ◽  
pp. 1601-1611 ◽  
Author(s):  
Nadia Bensaïd ◽  
Ouafae Yazourh-Benrabah
2021 ◽  
Author(s):  
Vera Meerson ◽  
O. Khorolsky

The article discusses the application of some of the most important time windows for spectral density estimation determined by the correlogram method (from correlation function) and the periodogram method (from direct fourier transform).


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