Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics

Adaptive, sine-multitaper power spectral density estimation in R

Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors

A Pythonic implementation of multitaper method for spectral density estimation

A bundle of codes targeted on analyses of IQ data in the context of Schottky spectroscopy

Python library containing variety of statistics related functions used in my research.

ENEL420 Advanced Signals assignment 2. Non-parametric spectral density estimation techniques used to analyse discrete signals. In this project three different techniques were applied to analyse EEG signals from epilepsy patients.