MAXENPER: a program for maximum entropy spectral estimation with assessment of statistical significance by the permutation test
The maximum entropy spectral estimator is widely used because of its high spectral resolution, but it lacks an easy procedure for evaluating the statistical significance of the spectral estimates. We implemented the non-parametric computer intensive permutation test in order to evaluate the statistical significance of the maximum entropy spectral estimates. There is the possibility of choosing between an underlying red or white noise in the permutation procedure. Two case studies, with a long and a short time series, illustrate the performance of the method. (c) 2004 Elsevier Ltd. All rights reserved.
cyclostratigraphy correlogram autoregressive model yule-walker equations levinson recursion burg's algorithm achieved significance level random permutation red noise