The formula you quote, Sxx(ω):=limT→∞E[|1T−−√∫T0x(t)e−iωtdt|2], is not correct. I have never seen a reliable source that proves (or even asserts) that it converges. I see it a lot on the internet and in engineering textbooks: they never bother to assert that it converges.
Sxx in linear regression. Ask Question Asked 9 years, 1 month ago. Modified 1 year, 3 months ago. Viewed ...
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