Abstract
Introduction One of the objects of this paper is to give a henristic derivation of the main result in [4] and to camment on its practical application in time series analysis. The rigorons proofs in [4] were rather detailed and laborious. We feel that this paper will be useful to the reader whose main interest is not in mathematical niceties. Time series analysis is of great practical importance and has grown rapidly in the past few years. Much work is yet to be done. The comments in this paper should not he interpreted as recommendations for optimal procedures. Tables and graphs of relevant limiting distribution functions are given. Although this paper deals with the distribution theory of a class of estimates of the speetral distribution function of a real stationary time series, we shall first consider some nonstatistical aspects of time series analysis.
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