Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques.
DSS, Donald B. Percival, Andrew T. Walden · Journal of the American Statistical Association · 1997
Glossary of symbols 1. Introduction to spectral analysis 2. Stationary stochastic processes 3. Deterministic spectral analysis 4. Foundations for stochastic spectral theory 5. Linear time-invariant filters 6. Non-parametric spectral estimation 7. Multiple taper spectral estimation 8. Calculation of discrete prolate spheroidal sequences 9. Parametric spectral estimation 10. Harmonic analysis References Appendix: data and code via e-mail Index.