To the nonparametric estimators of spectral density of
V.G. Alekseev
Zvenigorod, Moscow Region
Pages: 68-72
Abstract
Nonparametric estimators of the spectral density of a discrete-time stationary random process are considered. Refined recommendations concerning construction and calculation of the classical periodogram estimator are formulated. The possibility of using the proposed constructions as impulse response functions of discrete-time flat-top low-pass filters is shown.
