Accession Number : AD0635018

Title :   THE MAXIMUM DEVIATION OF SAMPLE SPECTRAL DENSITIES.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Woodroofe, Michael B. ; Van Ness,John W.

Report Date : 03 JUN 1966

Pagination or Media Count : 30

Abstract : The maximum deviation of the sample spectral density from the true one is shown to be relatively stable for a wide class of linear processes. The general case is reduced to the case of pure white noise. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, *SAMPLING), FOURIER ANALYSIS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE