Dahlhaus, Rainer
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Abstract
The paper gives an overview over the work of the Teilprojekt B2 inspectral estimation for time series during the period 1988-1992. Highresolution spectral estimates are introduced and the role of data tapers arediscussed. Parametric models such as ARMA-models are fitted and judged byfrequency domain methods. Furthermore, a method for the detection of hiddenfrequencies is discussed. The methods are illustrated by simulations.
| Document type: | Working paper |
|---|---|
| Place of Publication: | Heidelberg |
| Date Deposited: | 27 Jun 2016 15:02 |
| Date: | July 1993 |
| Number of Pages: | 16 |
| Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
| DDC-classification: | 310 General statistics 510 Mathematics |
| Series: | Beiträge zur Statistik > Beiträge |
| Additional Information: | This paper was presented in the final colloquium of the Sonderforschungsbereich 123 “Stochastische Mathematische Modelle” in Heidelberg, December 12, 1992. |
