A. A. M. Teamah

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Let X(t), t = 0,±1, . . . , be a zero mean real-valued stationary time series with spectrum fXX(λ), −π 6 λ 6 π. Given the realization X(1), X(2), . . . , X(N), we construct L different multitapered periodograms I (mt)j XX (λ), j = 1, 2, . . . , L, on non-overlapped and overlapped segments X (t), 1 6 t < N . Also, we give asymptotic expressions of the mean(More)
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