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Asymptotic Statistical Properties of Spectral Estimates With Different Tapers For discrete Short Time Processes

M. M. Mohie El-Din, A. A. M. Teamah, H. M. Faied

Abstract



This paper concerns the problem of estimating the spectral density, spectral distribution and autocovariance functions on non-overlapped intervals for a discrete parameter stationary short time series with different tapers. Also, we obtain another estimate of spect'al density function via different weight functions. Asymptotic statistical properties of these estimates and their limits will be considered.

Keywords


Discrete short time stationary processes; Data tapers; Finite Fourier transform; non-overlapped intervals; Spectral estimates; Spectral smoothing

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