Spectral estimation through cubic-spline approximation of a discrete time series

DOI10.1016/0021-9991(84)90085-8zbMath0552.65100OpenAlexW1981281332MaRDI QIDQ801656

Nobuhiro Morishima

Publication date: 1984

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(84)90085-8

zbMATH Keywords

Fourier transformfast Fourier transformspectrumcorrelation functionsFourier coefficientsdiscrete time seriescontinuous random datacubic-spline approximationtest computations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Trigonometric interpolation (42A15) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Numerical methods for trigonometric approximation and interpolation (65T40) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• Some remarks on the numerical evaluation of Fourier and Fourier-Bessel transforms
• The accurate calculation of Fourier integrals by the fast Fourier transform technique
• Evaluation of Fourier Integrals Using B-Splines
• Spectral analysis of non-linear systems involving square-law operations
• Numerical calculation of fourier integrals with cubic splines
• A Modification of Filon's Method of Numerical Integration

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