Statistics 722b Page Spectral Methods
We will use the monograph by Priestly as the basis for our work.
Jan 22 : Harmonic process simulation code MP-3-eg.r
March 6 : Some raw periodogram calculations pgram1.r , and other programs used in the two examples in R/s722.r
March 20 and 23 : pgram1.txt contains R (script) code for the lynx periodogram smoothing examples and an AR example. Sunspots R script sunspots.txt
March 26 : discrete spectra example discr.txt