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Design Relations for Non-Stationary Processes

M. B. Priestley

Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1966 · Volume 28 · Issue 1

DOI: 10.1111/j.2517-6161.1966.tb00636.x

Abstract

Further developments in the theory of evolutionary spectra are discussed, and some asymptotic results are derived in the sampling theory of spectral estimates. Various forms of “design” criteria for spectral estimation are constructed in terms of resolvability conditions, and it is shown that by introducing the concepts of “frequency-domain” and “time-domain” bandwidths, estimates may be obtained which satisfy the required conditions.

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