Spectral density of a stationary process
= Spectral density of a stationary process
{title2=$f_X(\lambda)$}
When its <autocovariance> is absolutely summable, a <weakly stationary process> has spectral density $f(\lambda)=(2\pi)^{-1}\sum_h\gamma(h)e^{-ih\lambda}$. The inverse relation is $\gamma(h)=\int_{-\pi}^{\pi}e^{ih\lambda}f(\lambda)\,d\lambda$. A linear filter multiplies this density by the squared modulus of its frequency response.