Open Access Open Access  Restricted Access Subscription or Fee Access

Asymptotic Statistical Properties of Spectral Estimates With Different Tapers For discrete Short Time Processes

M. M. Mohie El-Din, A. A. M. Teamah, H. M. Faied


This paper concerns the problem of estimating the spectral density, spectral distribution and autocovariance functions on non-overlapped intervals for a discrete parameter stationary short time series with different tapers. Also, we obtain another estimate of spect'al density function via different weight functions. Asymptotic statistical properties of these estimates and their limits will be considered.


Discrete short time stationary processes; Data tapers; Finite Fourier transform; non-overlapped intervals; Spectral estimates; Spectral smoothing

Full Text:


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information. Also: DOI is paid service which provided by a third party. We never mentioned that we go for this for our any journal. However, journal have no objection if author go directly for this paid DOI service.