L10a3a4: Spectrum estimation using the Fourier transform of the autocorrelation function


G13CAF   Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window

NAG Fortran Library
GAMS Classification Index
Up (L10a3a)
Previous (L10a3a3)
Next (L10a3a5)
© The Numerical Algorithms Group Ltd, Oxford UK. 2004