Time Series Analysis, Lecture 20: Estimating the Spectral Density

Now, we consider spectral statistics. That is, we demonstrate how to estimate the spectral density based on our estimator for the autocovariance. We also discuss spectral ANOVA and confidence intervals for the spectral density based on the chi-squared distribution.

[@tyfu223]

Excellent lecture! Thanks a lot.

[@viajeespacial5391]

Que difícil