EDN

Spectral analysis and modulation, part 3: Parametric estimation; wavelets

This series is excerpted from “Digital Signal Processingand Applications, 2nd Edition.” Order this book today at www.newnespress.comor by calling 1-800-545-2522 and receive a 20% discount! Use ...
EDN

Spectral analysis and modulation, part 2: Power spectrum analysis

This series is excerpted from “Digital Signal Processingand Applications, 2nd Edition.” Order this book today at www.newnespress.comor by calling 1-800-545-2522 and receive a 20% discount! Use ...
Kellogg School of Management

Optimal Window-Width Choice in Spectral Density Estimation: Review and Simulation

Citations: Fortin, Ines, Christoph Kuzmics. 2000. Optimal Window-Width Choice in Spectral Density Estimation: Review and Simulation. Journal of Statistical Computation and Simulation. (2)109-131.
JSTOR Daily

Spectral Density Based Goodness-of-Fit Tests for Time Series Models

A new goodness-of-fit test for time series models is proposed. The test statistic is based on the distance between a kernel estimator of the ratio between the true and the hypothesized spectral ...