Spectral Analysis for Physical Applications

DOI10.1017/CBO9780511622762zbMath0796.62077MaRDI QIDQ3134885

Publication date: 20 September 1993

FFT stationary stochastic processes periodogram ARMA models exercises nonparametric spectral estimation Fourier theory stochastic spectral analysis linear time-invariant filters Cramer spectral representation line spectral analysis multitaper spectral estimation spectra of deterministic functions

Mathematics Subject Classification ID

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

Related Items

Constructing brain connectivity group graphs from EEG time series, A harmonically weighted filter for cyclical long memory processes, Wavelet scale analysis of bivariate time series i: motivation and estimation, Wavelet scale analysisof bivariate time series ii:statistical properties for linear processes, LQ-Optimal Sampled-Data Control under Stochastic Delays: Gridding Approach for Stabilizability and Detectability, A Simple Heteroscedasticity Removing Filter, A Bayesian Curve Fitting Approach to Power Spectrum Estimation, Temporal fluctuations in the potential energy of proteins: \(1/f^{\alpha}\) noise and diffusion, Interharmonics in internal gravity waves generated by tide-topography interaction, Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes, Dynamic mode decomposition for financial trading strategies, Exploratory spectral analysis of hydrological times series, Emergence of stochastic resonance in a two-compartment hippocampal pyramidal neuron model, Spectral-norm risk rates for multi-taper estimation of Gaussian processes, Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra, Nonlinear spectral density estimation: thresholding the correlogram, Low-frequency gravitational wave searches using spacecraft Doppler tracking, Filtering and frequency interpretations of singular spectrum analysis, Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences, A test sensitive to extreme hidden periodicities, Frequency–wavenumber spectral analysis of spatio-temporal flows, Forecasting energy commodity prices using neural networks, A coarse-graining framework for spiking neuronal networks: from strongly-coupled conductance-based integrate-and-fire neurons to augmented systems of ODEs, On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap, Parameter estimation in Manneville-Pomeau processes, ConceFT: concentration of frequency and time via a multitapered synchrosqueezed transform, Stochastic perturbations to dynamical systems: a response theory approach, Understanding human and machine interaction from decision perspective: an empirical study based on the game of Go, A new non‐parametric cross‐spectrum estimator, Estimating the Spectral Density at Frequencies Near Zero, Monotone spectral density estimation, Transfer function models with time-varying coefficients, Patterns and coherence resonance in the stochastic Swift-Hohenberg equation with Pyragas control: the Turing bifurcation case, Approximate variances for tapered spectral estimates, Exchange rates in India: current account monetarism in a nonlinear context, The generalized shrinkage estimator for the analysis of functional connectivity of brain signals, Classification of periodic arrivals in event time data for filtering computer network traffic, Spatiospectral concentration in the Cartesian plane, Improved bispectrum based tests for Gaussianity and linearity, Random particle methods applied to broadband fan interaction noise, Distribution theory for the Studentized mean for long, short, and negative memory time series, Should structure functions be used to estimate power laws in turbulence? A comparative study, The spectral envelope and its applications., LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION, Multitaper Estimation on Arbitrary Domains, A comprehensive study of the bias and variance of frequency-response-function measurements: optimal window selection and overlapping strategies, Revisiting the concentration problem of vector fields within a spherical cap: a commuting differential operator solution, Empirical Frequency Band Analysis of Nonstationary Time Series, Measuring and locating zones of chaos and irregularity, Two-scale correlation and energy cascade in three-dimensional turbulent flows, Decreasing the temporal complexity for nonlinear, implicit reduced-order models by forecasting, Spectral‐based non‐central F mixed effect models, with application to otoacoustic emissions, A New Approach for Testing Periodicity, Prolate spheroidal spectral estimates, Unaliasing of aliased line component frequencies, Efficient tapered local Whittle estimation of multivariate fractional processes, The relationship between coherence and the phase-locking value, Heterogeneity Spectrum of Earth’s Upper Mantle Obtained from the Coherence of Teleseismic PWaves, The Variance Profile, Spatiospectral concentration of vector fields on a sphere, Tests for Trend: A Simulation Study, The statistics of time-frequency analysis, Real time estimation in local polynomial regression, with application to trend-cycle analysis, Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture, Improve concentration of frequency and time (ConceFT) by novel complex spherical designs, Predicting integrals of diffusion processes with unknown diffusion parameters, Robust trend inference with series variance estimator and testing-optimal smoothing parameter, Simple and powerful GMM over-identification tests with accurate size, Correlation-based flow decomposition and statistical analysis of the eddy forcing, Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability, Estimation of long-range dependence in gappy Gaussian time series, An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number, The Yule–Walker equations as a weighted least-squares problem and the association with tapering, Bispectral unfolding of the skewness of correlated additive and multiplicative noise processes, Understanding long-range correlations in DNA sequences, Faster ARMA maximum likelihood estimation, Temporal variations of submillennial periodicities in sedimentary endogenic calcite from Lake Edward (Central Africa) during the late holocene, Estimating variances in time series kriging using convex optimization and empirical BLUPs, Unnamed Item, Prolate spheroidal wave functions, an introduction to the Slepian series and its properties, The Dependence of Spike Field Coherence on Expected Intensity, Data-adaptive wavelets and multi-scale singular-spectrum analysis, Non-stationary log-periodogram regression, Multi-taper spectral analysis in gravitational wave data analysis, Estimation of spectral density of a stationary time series via an asymptotic of the periodogram, A Note on Whittle's Likelihood, Self-affine time series: Measures of weak and strong persistence., The influence of perceived stock value price histories in the mean-variance-instability model, A wavelet analysis for time series, A nonparametric efficient evaluation of partial directed coherence, A Bounded Influence Regression Estimator Based on the Statistics of the Hat Matrix, The generalised autocovariance function, Possible determinism and the real world data, Disentangling modes with crossover instantaneous frequencies by synchrosqueezed chirplet transforms, from theory to application, Partial autocorrelation parameterization for subset autoregression, Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models, The spectra and periodograms of anti-correlated discrete fractional Gaussian noise, Cepstral identification of autoregressive systems, Slepian spatial-spectral concentration on the ball

Uses Software

sapa