MathGroup Archive 1999

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Cross spectral density

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  • Subject: [mg17958] Cross spectral density
  • From: Virgil Stokes <virgil.stokes at>
  • Date: Mon, 7 Jun 1999 02:51:17 -0400
  • Sender: owner-wri-mathgroup at

I would like to estimate the cross spectrum for 2 discrete time series.

 Has anyone implemented cross spectral density estimation in
 Mathematica code?

-- Virgil

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