Fourier Analysis of Stationary Processes

  • David R. Brillinger
Part of the Selected Works in Probability and Statistics book series (SWPS)


This Paper begins with a description of some of the important Procedures of the Fourier analysis of real-valued stationary discrete time series.


Power Spectrum Point Process Linear Filter Output Series High Order Spectrum 
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© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  • David R. Brillinger
    • 1
  1. 1.Department of StatisticsUniversity of CaliforniaBerkeleyUSA

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