The Analysis of Transient Spectral Components with the Autoregressive Spectral Estimator

W. F. Bennett

Journal of the Royal Statistical Society Series C, 1979, vol. 28, issue 1, 1-13

Abstract: 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 mth 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.

Date: 1979
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