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tf4044952
2007 Jul 09
1
When is the periodogram is consistent with white noise?
Hello everyone,
This is my first time posting to the list, thanks in advance.
I am calculating the smoothed periodogram for the residuals of an AR model
that I fit to EEG data. The autocorrelation plot of the residuals shows the
series is now approximately white (i.e. ACF = 1 at lag 0, and close to 0 for
all other lags). I would like to show that the spectrum of the series is
also