Topic: Weak Stationarity and Spectral Representation

Positive Definiteness of Covariance Functions

Moving-Average Filters and Spectral Zeros

Linear Filters and Mean-Square Convergence

Interpreting Spectral Measures

Herglotz’s Theorem for Covariance Sequences

Fourier Conventions for Discrete-Time Spectra

Finite-Sample Covariance Diagnostics

Covariance Propagation Through Linear Filters

Computing Spectra from Covariance Sequences

Cascaded Filters and End-to-End Spectral Calculations