= Spectral measure of a stationary time series
{title2=$\gamma(k)=\int_{-\pi}^{\pi}e^{ik\omega}\,dF(\omega)$}
= Spectral measures of a stationary time series
{synonym}
The spectral measure of a <weakly stationary process> is the finite nonnegative measure whose Fourier coefficients are its <autocovariances>. Its total mass is the process variance. A <time-series spectral density> exists exactly when this measure is <absolutely continuous with respect to> <Lebesgue measure>.
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