Open Access
August 2000 The spectral envelope and its applications
David S. Stoffer, David E. Tyler, David A. Wendt
Statist. Sci. 15(3): 224-253 (August 2000). DOI: 10.1214/ss/1009212816


The concept of the spectral envelope was recently introduced as a statistical basis for the frequency domain analysis and scaling of qualitative-valued time series. In the process of developing the spectral envelope methodology, many other interesting extensions became evident. In this article we explain the basic concept and give numerous examples of the usefulness of the technology. These examples include analyses of DNA sequences, finding optimal transformations for the analysis of real-valued time series, residual analysis, detecting common signals in many time series,and the analysis of textures.


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David S. Stoffer. David E. Tyler. David A. Wendt. "The spectral envelope and its applications." Statist. Sci. 15 (3) 224 - 253, August 2000.


Published: August 2000
First available in Project Euclid: 24 December 2001

zbMATH: 1059.62587
MathSciNet: MR1820769
Digital Object Identifier: 10.1214/ss/1009212816

Keywords: Canonical correlation , categorical-valued time series , coherency , DNA , EEG sleep states , Fourier analysis , functional magnetic resonance imaging (fMRI) , image retrival , latent roots and vectors , Long range dependence , matching sequences , Optimal scaling , optimal transformations , pain perception , principal components , Random fields , residual analysis , signal detection , Spectral envelope , textures , US GNP growth rate

Rights: Copyright © 2000 Institute of Mathematical Statistics

Vol.15 • No. 3 • August 2000
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