title: Statistical Methods in Spectral Estimation
creator: Dahlhaus, Rainer
subject: ddc-310
subject: 310 General statistics
subject: ddc-510
subject: 510 Mathematics
description: The paper gives an overview over the work of the Teilprojekt B2 inspectral estimation for time series during the period 1988-1992. Highresolution spectral estimates are introduced and the role of data tapers arediscussed. Parametric models such as ARMA-models are fitted and judged byfrequency domain methods. Furthermore, a method for the detection of hiddenfrequencies is discussed. The methods are illustrated by simulations.
date: 1993-07
type: Working paper
type: info:eu-repo/semantics/workingPaper
type: NonPeerReviewed
format: application/pdf
identifier: https://archiv.ub.uni-heidelberg.de/volltextserverhttps://archiv.ub.uni-heidelberg.de/volltextserver/21409/1/beitrag.02.pdf
identifier: DOI:10.11588/heidok.00021409
identifier: urn:nbn:de:bsz:16-heidok-214097
identifier:   Dahlhaus, Rainer  (1993) Statistical Methods in Spectral Estimation.  [Working paper]     
relation: https://archiv.ub.uni-heidelberg.de/volltextserver/21409/
rights: info:eu-repo/semantics/openAccess
rights: http://archiv.ub.uni-heidelberg.de/volltextserver/help/license_urhg.html
language: eng