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SPEKTR

swMATH ID: 26577
Software Authors: Bentkus, R.
Description: The package of applied programs SPEKTR. In the paper the assignment, possibilities and structure of the applied program package SPEKTR are described. The package represents the library of the FORTRAN programs and is assigned for the statistical estimation of the main spectral characteristics of the one-dimensional random processes by their realizations. Using the subroutines of the package it is possible 1) to estimate the time series spectrum by various nonparametric methods, 2) to detect the hidden periodicities and 3) to estimate the time series spectrum along the ARMA mathematical model. Some subroutines for the statistical estimation of time series trend and one-dimensional distribution are also included.
Homepage: https://zbmath.org/?q=an:03960821
Keywords: SPEKTR; FORTRAN programs; time series spectrum; hidden periodicities; ARMA; trend
Related Software:
Cited in: 1 Document

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
The package of applied programs SPEKTR. Zbl 0596.62089
Bentkus, R.
1985

Cited by 1 Author

1 Bentkus, Raimundas Yu.

Cited in 1 Field

1 Statistics (62-XX)

Citations by Year