Introduction to Time Series Analysis, Lecture 20 by Peter Bartlett (source code)

= Introduction to Time Series Analysis, Lecture 20 by Peter Bartlett
{c}
{tag=Work by Peter Bartlett}
{title2=Fall 2010}

Primary text: https://www.stat.berkeley.edu/~bartlett/courses/153-fall2010/lectures/20.pdf

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.