چكيده فارسي :
This paper considers some main results in the area of nonparametric
analysis of the spectral estimation problem with emphasis on
the high resolution estimation. We have also discussed various extensions
of the methods, with the extension to the multivariate time series. A general
class of high resolution spectral density is introduced, including two special
cases: Bartlett’s estimate and Capon’s estimate. A comparison with several
popular high resolution estimations are also given. Then, we consider
periodically correlated (cyclostationary) time series, their spectra and also
the estimation of these spectra using the mentioned technique.
