Introduction

  • Wray Britton
Part of the Lecture Notes in Statistics book series (LNS, volume 18)

Abstract

For some fields such as econometrics (Shore, 1980), oil prospecting (Claerbout, 1976), speech recognition (Levinson and Lieberman, 1981), satellite monitoring (Lavergnat et al., 1980), epilepsy diagnosis (Gersch and Tharp, 1977), and plasma physics (Bloomfield, 1976), there is a need to obtain an estimate of the spectral density (when it exists) in order to gain at least a crude understanding of the frequency content of time series data. An outstanding tutorial on the classical problem of spectral density estimation is given by Kay and Marple (1981). For an excellent collection of fundamental papers dealing with modern spectral density estimation as well as an extensive bibliography on other fields of application, see Childers (1978).

Keywords

Entropy Attenuation Covariance Autocorrelation Convolution 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag New York Inc. 1983

Authors and Affiliations

  • Wray Britton

There are no affiliations available

Personalised recommendations