Smoothed periodogram
Description
The smoothed periodogram of the time series $y_t$ is defined by the following procedure:
- Remove the mean
- Apply a taper, if any
In formulae, we apply:
- $y_{1t}=y_t-\bar y_t$
- $\left[y_{2t}=taper(y_{1t})\right]$
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The smoothed periodogram of the time series $y_t$ is defined by the following procedure:
In formulae, we apply:
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