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Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques.

1997; Volume: 92; Issue: 439 Linguagem: Inglês

10.2307/2965609

1537-274X

DSS, Donald B. Percival, Andrew T. Walden,

Statistical and numerical algorithms

Glossary of symbols 1. Introduction to spectral analysis 2. Stationary stochastic processes 3. Deterministic spectral analysis 4. Foundations for stochastic spectral theory 5. Linear time-invariant filters 6. Non-parametric spectral estimation 7. Multiple taper spectral estimation 8. Calculation of discrete prolate spheroidal sequences 9. Parametric spectral estimation 10. Harmonic analysis References Appendix: data and code via e-mail Index.