This is the video associated with QR code QR4.2 in Chapter 4 of Time Series for Data Science: Analysis and Forecasting by Woodward, Sadler, and Robertson. https://timeseriesfordatascience.com/ This book contains over 80 videos, of which this is one. In this video Dr. Robertson derives the spectral density of a white noise process. In the video he shows that white noise (that is, a random process) has a constant spectral density.
#whitenoise #spectrum #spectraldensity
