Some properties of the continuos expanded finite fourier transform
We consider the problem of studing the properties of the expanded finite Fourier transform for a zero mean, r-dimensional, strictly stationary and continuous time series using data window.
The properties of the kernel ... of a stationary real valued process continuous time series are studied. The covariance, dispersion and cumulants for this transform are determined.
Furthermore, the limits of the above quantities as t increases are given