Introduction to Time Series Analysis, Lecture 20 by Peter Bartlett

ID: introduction-to-time-series-analysis-lecture-20-by-peter-bartlett

Cited passages: Slides 2–9: periodogram definition, interior-frequency Gaussian Fourier coefficients and nonvanishing exponential-limit variance. The course homepage identifies Peter Bartlett as instructor. These slides use cycles-per-observation normalization; the wiki explicitly converts to angular frequency.

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