Mathematical Statistics: Stationary and Non-stationary Spectral Analysis

Education facts

Code: MASM26

<p>How to model the energy of a signal as a function of time and frequency?</p><p>Basic definitions. Continued study of AR (auto regressive), MA (moving average) and ARMA-processes. Line spectrum and parametric estimating methods. Sub space based techniques. Non-parametric spectral estimators, data-adaptive techniques and multi window techniques. Non-uniform sampling. Orientation about circular and non-circular processes. Spatial spectral analysis. Non-stationary signals. Spectrogram. Wigner-Ville distribution. Cohens class. Ambiguity-spectrum. Doppler-spectrum. Multi-window techniques for non-stationary signals. Orientation about bi-spectrum.</p><p>https://www.maths.lu.se/english/education/all-courses/courses-faculty-of-science/</p>

Entry requirements

Knowledge corresponding to MASC04 Stationary Stochastic Processes, 7,5 ECTS, and MASM17 Time series analysis, 7,5 ECTS. English course 6/B (advanced proficiency).

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Mathematical Statistics: Stationary and Non-stationary Spectral Analysis

  Lund University

  Start date: 19 January 2026

  End date: 22 March 2026

  Pace of study: 50 %