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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