All Questions
Tagged with time-series sp.spectral-theory
1 question
0
votes
0
answers
24
views
How to calculate the power transformation of a spectral density function
There is a problem I have been trying to solve for a while. Let $X_t$ be a stationary (univariate) time series. The spectral density of the moving average process $$X_t=\sum^{\infty}_{j=-\infty}a_je_{...
- 109