Spectral Analysis

  • Víctor Gómez
Part of the Statistics and Computing book series (SCO)


Spectral analysis is a discipline that provides a frequency domain approach to time series. See Gómez (Multivariate time series models with linear state space structure. Springer, New York, 2016, Sect. 3.4) for an introduction to the frequency domain.


  1. Berens, P. (2009). CircStat: A MATLAB toolbox for circular statistics. Journal of Statistical Software,31(10), 1–21.CrossRefGoogle Scholar
  2. Brockwell, P. J., & Davis, R. A. (1991). Time series: Theory and methods. New York: Springer.CrossRefGoogle Scholar
  3. Gómez, V. (2016). Multivariate time series models with linear state space structure. New York: Springer.zbMATHGoogle Scholar

Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Víctor Gómez
    • 1
  1. 1.General Directorate of BudgetsMinistry of Finance and Public AdministrationsMadridSpain

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