The nested variance power spectrum: A second look

Physics

Scientific paper

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Scientific paper

The method nested variances applied to the calculation of power spectra as discussed by Owens (1977) is examined. It is shown that the accuracy of the method is poor if the power spectrum decreases more rapidly than f-2 or when sharp features or cutoffs are present. The speed gain over fast Fourier transform algorithms is substantial, however. Coding changes are recommended which increase its speed even further.

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