Exploratory spectral analysis of hydrological times series (Q1911122)

Current methods of estimation of the univariate spectral density are reviewed and some improvements are made. It is suggested that spectral analysis may perhaps be best thought of as another exploratory data analysis tool which complements, rather than competes with, the popular ARMA model building approach. A new diagnostic check for ARMA model adequacy based on the nonparametric spectral density is introduced. Additionally, two new algorithms for fast computation of the autoregressive spectral density function are presented.