literature associated with the periodogram function
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I have recently created a periodogram for some data:
I am now trying to write up some of the results from the plot in one of chapters for my thesis, and wish to include a brief section in the methodology about the function used in producing the plots, and to reference the authors responsible for the periodogram function. Where would I find this information other than the information provided on the matlab website. Any ideas would be appreciated.
Wayne King on 28 Jun 2012
Edited: Wayne King on 28 Jun 2012
The periodogram is described in any number of texts on time series analysis. Here are a few:
Percival, D.B. & Walden, A.T. Spectral analysis for physical applicaations: Multitaper and Conventional Univariate Techniques, Cambridge University Press, 1993
Shumway, R.H. & Stoffer, D.S. Time series analysis and its applications with R examples. Springer, 2006
Kay, S.M. Modern spectral estimation, Prentice Hall, 1988.
Keep in mind the periodogram does not have the factor of 2 I mentioned in my original post. That one-sided convention is just a MATLAB convention.