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Direct Quadratic Spectrum Estimation with Irregularly Spaced Data

  • Conference paper
Time Series Analysis of Irregularly Observed Data

Part of the book series: Lecture Notes in Statistics ((LNS,volume 25))

Abstract

The Direct Quadratic Spectrum Estimation (DQSE) method was defined in Marquardt and Acuff, 1982. Some of the theoretical properties of DQSE were explored. The method was illustrated with several numerical examples. The DQSE method is versatile in handling data that have irregular spacing or missing values; the method is computationally stable, is robust to isolated outlier observations in irregularly spaced data, is capable of fine frequency resolution, makes maximum use of all available data, and is easy to implement on a computer. Moreover, DQSE, coupled with irregularly spaced data, can provide a powerful diagnostic tool because irregularly spaced data are inherently resistant to aliasing problems that often are a limitation with equally spaced data.

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Author information

Authors and Affiliations

  1. Engineering Department, E. I. du Pont de Nemours and Company, Inc., Wilmington, DE, 19898, USA

    Donald W. Marquardt & Sherry K. Acuff

Authors
  1. Donald W. Marquardt
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  2. Sherry K. Acuff
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Editor information

Editors and Affiliations

  1. Department of Statistics, Texas A & M University, College Station, TX, 77843, USA

    Emanuel Parzen

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© 1984 Springer-Verlag Berlin Heidelberg

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Marquardt, D.W., Acuff, S.K. (1984). Direct Quadratic Spectrum Estimation with Irregularly Spaced Data. In: Parzen, E. (eds) Time Series Analysis of Irregularly Observed Data. Lecture Notes in Statistics, vol 25. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-9403-7_10

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  • DOI: https://doi.org/10.1007/978-1-4684-9403-7_10

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-96040-1

  • Online ISBN: 978-1-4684-9403-7

  • eBook Packages: Springer Book Archive

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