Statistics Inference for stochastic processes and time series Concept
Periodogram
Summary
The periodogram of a finite time series measures how much of the variation of the series is due to oscillations at each frequency. It is the squared modulus of the discrete Fourier transform of the data, suitably scaled. It is the basic estimate of the spectral density of a stationary process and the starting point of spectral analysis. By itself, however, it is a noisy estimate.
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| Tag | 3ZYM0HXA3E |
|---|---|
| URI | m2://3ZYM0HXA3E |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62M15 |
| Same as |
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