THE MAXIMUM DEVIATION OF SAMPLE SPECTRAL DENSITIES.
Abstract
The maximum deviation of the sample spectral density from the true one is shown to be relatively stable for a wide class of linear processes. The general case is reduced to the case of pure white noise. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 03, 1966
- Accession Number
- AD0635018
Entities
People
- John W. Van Ness
- Michael B. Woodroofe
Organizations
- Stanford University