Frequency Domain Analysis
Frequency domain and spectrum
The frequency domain is another way to obtain the weak (wide sense) characterization of a station...
Spectrum antitrasformation and relation with covariance
There exists an antitrasformation: $$\gamma_y(\tau)=\frac{1}{2\pi}\int_{-\pi}^{+\pi}{\Gamma_y(\om...
Wiener–Khinchin theorem
Spectrum of ARMA processes
Given the $ARMA$ process $y(t)=\frac{C(z)}{A(z)}e(t)$ with $e(t) \sim WN(0,\lambda^2)$ the spectr...