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 onedimensional 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 onedimensional 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 Serial
1  Primenenie Teorii Veroyatnosteĭ i Matematicheskoĭ Statistiki 
Cited in 1 Field
1  Statistics (62XX) 