This paper introduces a simple frequency domain test to discern whether two stationary time series have the same autocovariance function. The driving idea is that two stationary short-memory autocovariances coincide over all lags if and only if the corresponding spectral densities agree. As the spectral density is easily estimated via the periodogram, and the asymptotics of the periodogram are ...

This supplement is directly tied to a Technical Note that appears in the July/August 2006 issue of Computing in Science & Engineering (the full citation is J. Cornette, “Gauss-Vaníček and Fourier Transform Spectral Analysis of Marine Diversity,” vol. 9, no. 4, 2007, pp. 61–63). In the Technical Note, I compared Gauss-Vaníček spectral analysis of 542 million years of marine diversity with a Four...

An algorithm is presented which generates pairs of oscillatory random time series which have identical periodograms but differ in the number of oscillations. This result indicate the intrinsic limitations of spectral methods when it comes to the task of measuring frequencies. Other examples, one from medicine and one from bifurcation theory, are given, which also exhibit these limitations of sp...

This paper presents a blind detection and compensation technique for camera lens geometric distortions. The lens distortion introduces higher-order correlations in the frequency domain and in turn it can be detected using higher-order spectral analysis tools without assuming any specific calibration target. The existing blind lens distortion removal method only considered a single-coefficient r...

A systematic development of higher order spectral analysis, introduced by Dellwo and Friedman, is undertaken in the framework of an appropriate product space. Accelerated analogues of Osborn’s results about spectral approximation are presented. Numerical examples are given by considering an integral operator.

A new technique is proposed to improve the way of selecting samples used to estimate spectral reflectance from sensor responses in multi-band images. This technique limits the samples of reflectance spectra based on the spectral reflectance estimated by the conventional estimation method, and estimates it again using the limited samples. Vector angle and distance among reflectance spectra as th...

Class specific mortality in 17th and 18th Century Vienna shows a cyclical pattern which is related to grain price cycles in the 5-10 years range. This relationship is not stable over time. Applying spectral analysis based on time-varying VARs, it can be shown that at the beginning of the observation period, comovement of grain prices and mortality is considerably high in areas populated by lowe...

Log periodogram (LP) regression is shown to be consistent and to have a mixed normal limit distribution when the memory parameter d 1⁄4 1. Gaussian errors are not required. The proof relies on a new result showing that asymptotically infinite collections of discrete Fourier transforms (dft’s) of a short memory process at the fundamental frequencies in the vicinity of the origin can be treated a...

We quantitatively investigate how the telephone channel and regional dialect might impact formant frequencies estimates extracted from tools commonly used in law enforcement. The telephone channel and regional dialect are important factors in forensic phonetics. In 90% of forensic cases, the speech sample in question is recorded after transmission via telephone (Byrne and Foulkes, 2004). In add...

This work compares the accuracy of fundamental frequency and formant frequency estimation methods and maximum a posteriori (MAP) prediction from MFCC vectors with hand-corrected references. Five fundamental frequency estimation methods are compared to fundamental frequency prediction from MFCC vectors in both clean and noisy speech. Similarly, three formant frequency estimation and prediction m...