eprintid: 21409
rev_number: 13
eprint_status: archive
userid: 2326
dir: disk0/00/02/14/09
datestamp: 2016-06-27 15:02:07
lastmod: 2016-07-05 08:09:44
status_changed: 2016-06-27 15:02:07
type: workingPaper
metadata_visibility: show
creators_name: Dahlhaus, Rainer
title: Statistical Methods in Spectral Estimation
subjects: ddc-310
subjects: ddc-510
divisions: i-110400
note: This paper was presented in the final colloquium of the Sonderforschungsbereich 123 “Stochastische
Mathematische Modelle” in Heidelberg, December 12, 1992.
abstract: 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
id_scheme: DOI
id_number: 10.11588/heidok.00021409
schriftenreihe_cluster_id: sr-10a
schriftenreihe_order: 02
ppn_swb: 1657514218
own_urn: urn:nbn:de:bsz:16-heidok-214097
language: eng
bibsort: DAHLHAUSRASTATISTICA199307
full_text_status: public
place_of_pub: Heidelberg
pages: 16
citation:   Dahlhaus, Rainer  (1993) Statistical Methods in Spectral Estimation.  [Working paper]     
document_url: https://archiv.ub.uni-heidelberg.de/volltextserver/21409/1/beitrag.02.pdf