SOME STATISTICAL CONSIDERATIONS IN HARMONIC ANALYSIS.
NAVAL AIR DEVELOPMENT CENTER JOHNSVILLE PA AERONAUTICAL COMPUTER LAB
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This technical note discusses some very basic notions concerning the applicability of statistics to the analysis of stationary time series. The purpose of the note is to provide an introduction to the subject at an elementary level. The problems of parameter estimation and hypothesis testing for a very simple form of a basic mathematical model are considered. While the model discussed is extremely simple, the statistical problems arising in its use are the statistical problems of all harmonic analysis, and the results obtained extend to the more general model. By keeping the model simple, focus was on the main issues, the goals and methods of harmonic analysis. Topics covered are Least squares estimation A test for periodicity, Another test for the largest intensity A test for the magnitude of the intensity and Testing for the Whiteness of Normal Noise.