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Spectral Estimation by Variable Span Log Periodogram Smoothing: An Application to Annual Lynx Numbers
Author(s) -
Solow Andrew R.
Publication year - 1993
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710350511
Subject(s) - smoothing , periodogram , logarithm , mathematics , statistics , span (engineering) , smoothness , variable (mathematics) , spectral analysis , bandwidth (computing) , estimation , econometrics , computer science , mathematical analysis , telecommunications , civil engineering , physics , quantum mechanics , spectroscopy , engineering , management , economics
Spectral estimation is commonly based on smoothing the periodogram or its logarithm. In such a smoothing exercise, it is not entirely sensible to use the same bandwidth for all frequencies, since the smoothness of the underlying spectrum may vary. This note describes the use of a variable span smoother in estimating the log spectrum. An application to annual lynx data is presented.