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The Analysis of Transient Spectral Components with the Autoregressive Spectral Estimator
Author(s) -
Bennett W. F.
Publication year - 1979
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346804
Subject(s) - autoregressive model , estimator , spectral analysis , transient (computer programming) , star model , mathematics , econometrics , computer science , statistics , autoregressive integrated moving average , physics , time series , quantum mechanics , spectroscopy , operating system
Summary The autoregressive spectral estimator exhibits errors when the time series contains a transient spectral component. A variation in the choice of the autoregressive parameters minimizes these errors. In this variation, the parameters are evaluated at every m th time increment. The value of m is determined by the high‐frequency limit of the spectrum. This modified autoregressive spectral estimator seems to be applicable to the frequency analysis of evoked potentials.