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The object of this paper is to present a simplified account of the motivation behind the spectral analysis of time-series and to give a heuristic discussion of the statistical problems which arise. It is directed mainly at statisticians with little experience of the theory and applications of spectral analysis. It is of necessity short and omits a great deal of important detail. A much lengthier exposition for non-statisticians is in the course of preparation.
Gwilym M. Jenkins (Mon,) studied this question.
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