Abstract
An estimator for the spectral density of a stationary time sequence is introduced. The form of the estimator is motivated by the analogy with the summability theory of Fourier series. A theorem relating to rate of consistency is proved. The effect of a mean correction is considered.
Citation
A. C. Butcher. "An Estimator for the Spectral Density of a Stationary Time Sequence." Ann. Statist. 5 (3) 541 - 543, May, 1977. https://doi.org/10.1214/aos/1176343852
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