Speaker: David Thomson
Title: Jackknifing Multitaper Spectrum Estimates
Abstract:
This paper discusses some examples of jackknifing
multitaper estimates of spectra, coherences, and
frequency estimates. Examples include barometric
pressure data, where spectrum with an extremely
large range plus many narrow-band processes are
seen. Analysis of dropped-call rates in cellular
phone systems and their coherence with solar radio
data illustrates further uses of the jackknife and
some of the complexities encountered in processes
with many spectral lines. The third example is a
re-examination of the 663-year record of Nile River
levels, a process claimed to be ``long-memory''.
There are persistent terms, but not of the form
usually classed as long-memory.