Spectral Analysis and Time Series - max planck research school ...
Spectral Analysis and Time Series - max planck research school ...
Spectral Analysis and Time Series - max planck research school ...
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Basic descriptive properties of r<strong>and</strong>om data<br />
mean square values<br />
propability density function<br />
autocorrelation functions<br />
power spectral density functions<br />
(from now on: assume r<strong>and</strong>om data to be stationary <strong>and</strong> ergodic)<br />
A. Lagg – <strong>Spectral</strong> <strong>Analysis</strong>