Show that the cospectrum and the quadrature spectrum de ned in (8.7) can be written as c12(

Question:

Show that the cospectrum and the quadrature spectrum de ned in (8.7)

can be written as c12( ) = 1 2 h=

12(h)cos(h )

C12( ) =

q12( ) = 1 2 h=

12(h)sin(h )

In addition, show that c12( ) = c21( ) and q12( ) = q21( )

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Related Book For  book-img-for-question

Time Series Modeling Computation And Inference

ISBN: 9781498747028

2nd Edition

Authors: Raquel Prado, Marco A. R. Ferreira, Mike West

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