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- W1523149747 abstract "This chapter presents an overview of computational approaches to nonparametric univariate spectrum estimation for familiarizing the statistical software user with the terminology and methods embodied in currently available programs and for mentioning some recent developments that should soon be available. Computational efficiency is achieved for covariance-based estimates by employing the fast Fourier transform. The choices of method, window, and bandwidth parameter are no longer intensely contested as they have been during the period of intense development of spectrum estimation techniques following the Cooley–Tukey paper. These choices, nevertheless, have no simple resolution and must be left to the user's discretion. On the other hand, periodo-gram-based estimates are often computationally simpler and faster than their covariance-based counterparts. The algorithms for the rapid calculation of the Fourier transform at a discrete set of frequencies are collectively known as the “'fast Fourier transform” or “FFT.”" @default.
- W1523149747 created "2016-06-24" @default.
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- W1523149747 date "1983-01-01" @default.
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- W1523149747 title "Computer programming of spectrum estimation" @default.
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- W1523149747 doi "https://doi.org/10.1016/s0169-7161(83)03021-7" @default.
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