Fourier Analysis of Stationary Processes [chapter]

David R. Brillinger
2011 Selected Works of David Brillinger  
Abmtlet-Thls paperbeIfna with a dtacription of lOme of the impcw' bDt procedures of the Fourler mal>'* of ftlIkoaIDed ItatioDay dilcrete lime ...... lb_ proceduresinclDde the tIItimatIon of the paws spectrum, the flttlna of flDlW parameter modeIa, mel the identification of linear time iIrndult I)'1temI. AmlnIll the reaIIts emplwlzeclll the ODe that the lap IIZIIpIo IbtiItkaI properties of the Fourler tnmlonn lie limpler than thole of the _ _ ilIeIf. The procedures lie next ..... enlIzed to
more » ... to the _ of .,ector-nlnecl --. ma1tld.imeluional lime eeria or lPatiII --. point p-. nndom m -, mel rmally to Itatlonary rmdom Sdnrartz dillributionl. It II _ that the releftnt Fomier tnIIIforma lie enIuated by diffemlt fonnulu inf urtIIer cues, but that the _ lXlllltructiona are caaIecIout after their enIuatIon mel the _ Itatlltlca1 reaIIts hold. SuchpmnIizationa De of i n _ t>eaa.e of euttelIt wod: in the 6eIdI of pldme ptO<:eM-ioI mel poIIe-code modulation.
doi:10.1007/978-1-4614-1344-8_13 fatcat:vcsushayq5g6fem5vw75x2y2fm