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Multitaper spectrum estimation for time series with gaps

✍ Scribed by Fodor, I.K.; Stark, P.B.


Book ID
118690866
Publisher
IEEE
Year
2000
Tongue
English
Weight
263 KB
Volume
48
Category
Article
ISSN
1053-587X

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A random sample of r objects from a certain population is considered, measuring for each of them and at the same time points a stationary process Xi(t) whose spectral distribution is absolutely continuous. Each spectral density function fi(!) may be considered as a realization of a stationary proces