TY  - GEN
ID  - heidok21409
AV  - public
UR  - https://archiv.ub.uni-heidelberg.de/volltextserver/21409/
Y1  - 1993/07//
N1  - This paper was presented in the final colloquium of the Sonderforschungsbereich 123 ?Stochastische
Mathematische Modelle? in Heidelberg, December 12, 1992.
N2  - 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.
CY  - Heidelberg
EP  - 16
A1  - Dahlhaus, Rainer
TI  - Statistical Methods in Spectral Estimation
ER  -