August 22, 2016

IND E-315


MATH-324


MATH-308


MATH-307


MATH-126


MATH-125


MATH-124


April 11, 2016

EE-700


EE-800


EE-520

Estimation of spectral densities for single and multiple time series. Nonparametric estimation of spectral density, cross-spectral density, and coherency for stationary time series, real and complex spectrum techniques. Bispectrum. Digital filtering techniques. Aliasing, prewhitening. Choice of lag windows and data windows. Use of the fast Fourier transform. The parametric autoregressive spectral density estimate for single…



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