标题： 截断谱估计的近似方差 显示英文标题

标题： Approximate variances for tapered spectral estimates

摘要： 我们提出了一种渐近方差的近似方法，该方法消除了在使用数据截断时通常公式中原始周期图和平滑周期图的某种不连续性。 它基于对两个任意频率处的（截断）周期图协方差的近似。 对于高斯白噪声和AR(4)过程的方差的精确计算表明，该近似比通常的公式更准确。 显示英文摘要

摘要： We propose an approximation of the asymptotic variance that removes a certain discontinuity in the usual formula for the raw and the smoothed periodogram in case a data taper is used. It is based on an approximation of the covariance of the (tapered) periodogram at two arbitrary frequencies. Exact computations of the variances for a Gaussian white noise and an AR(4) process show that the approximation is more accurate than the usual formula.