SPECTRAL ANALYSIS FOR AMPLITUDE‐MODULATED TIME SERIES
C M C Toloi, Pedro A. Morettin · Journal of Time Series Analysis · 1993
Abstract.Let {X(n)} be a non‐observed strictly stationary process, {a(n)} a sequence independent of {X(n)} andY(n) =a(n)X(n) the observed process. This work deals with the estimation of the spectral density functionfx(Λ) of the process of interest, {X(n)}, using observations of the modulated process {Y(n)}. We obtain estimators offx(Λ) for three types of modulating functions:deterministic, random independent and random correlated.