Setup a periodogram in Mathematica

[natski]

Hi all,

I want to setup a periodogram in Mathematica but not sure how to proceed. I have a list of data points of form {x,y} of length N. I tried doing a discrete Fourier transform on the list but the examples in Mathematica only work for 1-dimensional lists and not 2-d. Also this is a spectral density plot rather than a periodogram.

Is anyone aware of any *.nb files with a working example of a periodogram or could tell me how to proceed?

Thanks in advance,

Natski

 

[natski]

I should also have mentioned that the data points have irregular sample spacing.

 

[natski]

I believe I have found the solution to this problem but it is non-trivial. I recommend reading Gregory's book on Bayesian Logic for the solution.

Natski