Spectral Analysis for Physical Applications

DOI10.1017/CBO9780511622762zbMATH Open0796.62077MaRDI QIDQ3134885FDOQ3134885

Authors: Donald B. Percival, A. T. Walden 

Publication date: 20 September 1993

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zbMATH Keywords

ARMA modelsFFTperiodogramFourier theorystationary stochastic processesexercisesstochastic spectral analysisnonparametric spectral estimationlinear time-invariant filtersCramer spectral representationline spectral analysismultitaper spectral estimationspectra of deterministic functions

Mathematics Subject Classification ID

Applications of statistics (62P99) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Survival analysis and censored data (62N99)

Cited In (only showing first 100 items - show all)

• Discriminant analysis of time series in the presence of within-group spectral variability
• The influence of perceived stock value price histories in the mean-variance-instability model
• Correlation-based flow decomposition and statistical analysis of the eddy forcing
• Slepian spatial-spectral concentration on the ball
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• Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models
• Self-affine time series: Measures of weak and strong persistence.
• Decreasing the temporal complexity for nonlinear, implicit reduced-order models by forecasting
• The statistics of time-frequency analysis
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• Spatiospectral concentration in the Cartesian plane
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
• A new approach for testing periodicity
• Transfer function models with time-varying coefficients
• Robust trend inference with series variance estimator and testing-optimal smoothing parameter
• Estimation of spectral density of a stationary time series via an asymptotic of the periodogram
• The relationship between coherence and the phase-locking value
• Non-stationary log-periodogram regression
• The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
• Simple and powerful GMM over-identification tests with accurate size
• Forecasting energy commodity prices using neural networks
• Nonlinear spectral density estimation: thresholding the correlogram
• A test sensitive to extreme hidden periodicities
• A harmonically weighted filter for cyclical long memory processes
• Low-frequency gravitational wave searches using spacecraft Doppler tracking
• Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
• Prolate spheroidal wave functions, an introduction to the Slepian series and its properties
• Title not available (Why is that?)
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap
• Multitaper techniques and filter diagonalization methods -- a comparison
• Filtering and frequency interpretations of singular spectrum analysis
• Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences
• ConceFT: concentration of frequency and time via a multitapered synchrosqueezed transform
• Estimation of long-range dependence in gappy Gaussian time series
• Partial autocorrelation parameterization for subset autoregression
• Spatiospectral concentration of vector fields on a sphere
• Prolate spheroidal spectral estimates
• The generalized shrinkage estimator for the analysis of functional connectivity of brain signals
• Improved bispectrum based tests for Gaussianity and linearity
• Real time estimation in local polynomial regression, with application to trend-cycle analysis
• A Bounded Influence Regression Estimator Based on the Statistics of the Hat Matrix
• Faster ARMA maximum likelihood estimation
• Temporal variations of submillennial periodicities in sedimentary endogenic calcite from Lake Edward (Central Africa) during the late holocene
• Cepstral identification of autoregressive systems
• Wavelet scale analysis of bivariate time series i: motivation and estimation
• Wavelet scale analysisof bivariate time series ii:statistical properties for linear processes
• Stochastic perturbations to dynamical systems: a response theory approach
• The spectral envelope and its applications.
• Random particle methods applied to broadband fan interaction noise
• Comparative study between four classical spectral analysis methods
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• Revisiting the concentration problem of vector fields within a spherical cap: a commuting differential operator solution
• Measuring and locating zones of chaos and irregularity
• Approximate variances for tapered spectral estimates
• Dynamic mode decomposition for financial trading strategies
• Possible determinism and the real world data
• Distribution theory for the Studentized mean for long, short, and negative memory time series
• Temporal fluctuations in the potential energy of proteins: \(1/f^{\alpha}\) noise and diffusion
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• Should structure functions be used to estimate power laws in turbulence? A comparative study
• Data-adaptive wavelets and multi-scale singular-spectrum analysis
• Patterns and coherence resonance in the stochastic Swift-Hohenberg equation with Pyragas control: the Turing bifurcation case
• Understanding long-range correlations in DNA sequences
• A comprehensive study of the bias and variance of frequency-response-function measurements: optimal window selection and overlapping strategies
• A wavelet analysis for time series
• Multi-taper spectral analysis in gravitational wave data analysis
• Monotone spectral density estimation
• Classification of periodic arrivals in event time data for filtering computer network traffic
• Predicting integrals of diffusion processes with unknown diffusion parameters
• A nonparametric efficient evaluation of partial directed coherence
• A new non‐parametric cross‐spectrum estimator
• Disentangling modes with crossover instantaneous frequencies by synchrosqueezed chirplet transforms, from theory to application
• Regular and anomalous diffusion. I: Foundations
• Empirical Frequency Band Analysis of Nonstationary Time Series
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• Estimating the Spectral Density at Frequencies Near Zero
• The Yule–Walker equations as a weighted least-squares problem and the association with tapering
• A coarse-graining framework for spiking neuronal networks: from strongly-coupled conductance-based integrate-and-fire neurons to augmented systems of ODEs
• Efficient tapered local Whittle estimation of multivariate fractional processes
• Two-scale correlation and energy cascade in three-dimensional turbulent flows
• Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra
• The Dependence of Spike Field Coherence on Expected Intensity
• Exploratory spectral analysis of hydrological times series
• Parameter estimation in Manneville-Pomeau processes
• Improve concentration of frequency and time (ConceFT) by novel complex spherical designs
• A Simple Heteroscedasticity Removing Filter
• Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
• Interharmonics in internal gravity waves generated by tide-topography interaction
• An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number
• Spectral and bispectral densities of squared stationary Gaussian processes
• Constructing brain connectivity group graphs from EEG time series
• Heterogeneity Spectrum of Earth’s Upper Mantle Obtained from the Coherence of Teleseismic PWaves
• Time-varying parameter identification of bridges subject to moving vehicles using ridge extraction based on empirical wavelet transform
• The Variance Profile
• Unaliasing of aliased line component frequencies
• LQ-Optimal Sampled-Data Control under Stochastic Delays: Gridding Approach for Stabilizability and Detectability
• Estimating variances in time series kriging using convex optimization and empirical BLUPs
• Liszt's Ètude S.136 no.1: audio data analysis of two different piano recordings
• The generalised autocovariance function

Uses Software

• sapa

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