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Jackknifing Multitaper Spectrum Estimates

by: D. J. Thomson
Signal Processing Magazine, IEEE, Vol. 24, No. 4. (July 2007), pp. 20-30, doi:10.1109/msp.2007.4286561  Key: citeulike:12010412

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Abstract

This article discusses some examples of jackknifing multitaper estimates of spectra, coherences, and frequency estimates. Examples include barometric pressure data, where spectrum with an extremely large range plus many narrow-band processes are seen. Analysis of dropped-call rates in cellular phone systems and their coherence with solar radio data illustrates further uses of the jackknife and some of the complexities encountered in processes with many spectral lines. The third example is a reexamination of the 663-year record of Nile River levels, a process claimed to be long-memory. There are persistent terms, but not of the form usually classed as long-memory. We begin by explaining the terms in the title.


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