sxx|statistics,curvyllama

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.

There are many different ways to look at degrees of freedom. I wanted to provide a rigorous answer that starts from a concrete definition of degrees of freedom for a statistical estimator as this may be useful/satisfying to some readers:

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