scholarly journals Spectral density estimation for nonstationary data with nonzero mean function

2021 ◽  
pp. 1-30
Author(s):  
Anna E. Dudek ◽  
Łukasz Lenart
Keyword(s):  
Spectral Density ◽  
Density Estimation ◽  
Spectral Density Estimation ◽  
Nonstationary Data ◽  
Nonzero Mean ◽  
Mean Function

scholarly journals APPLICATION OF WEIGHTING WINDOWS FOR SPECTRAL DENSITY ESTIMATION

2021 ◽  
Author(s):  
Vera Meerson ◽  
O. Khorolsky
Keyword(s):  
Fourier Transform ◽  
Correlation Function ◽  
Spectral Density ◽  
Density Estimation ◽  
Time Windows ◽  
Spectral Density Estimation ◽  
Important Time

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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