%0 Generic
%A Dahlhaus, Rainer
%C Heidelberg
%D 1993
%F heidok:21409
%R 10.11588/heidok.00021409
%T Statistical Methods in Spectral Estimation
%U https://archiv.ub.uni-heidelberg.de/volltextserver/21409/
%X 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.
%Z This paper was presented in the final colloquium of the Sonderforschungsbereich 123 “Stochastische  Mathematische Modelle” in Heidelberg, December 12, 1992.