Tapering techniques are also popular define yt ht xt

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Unformatted text preview: pered estimator is the smoothed spectral estimator for the tapered series yt . For a weighting function ht that smoothly diminishes values near the ends of the time series, we see less leakage. 14 Introduction to Time Series Analysis. Lecture 21. 1. Review: The periodogram, the smoothed periodogram. 2. Other smoothed spectral estimators. 3. Consistency. 4. Asymptotic distribution. 15...
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