# Lesson 12: Spectral Analysis

Assignments:

- Read Sections 4.2, 4.4, and 4.5 of your text.
- Read through the Lesson 12 online notes that follow.
- Complete Lesson 12 Assignment.

Overview:

This week we'll cover estimation of the spectral density.

Learning Objectives:

After successfully completing this lesson, you should be able to:

- Estimate the spectral density non-parametrically (Daniell kernel & modified Daniell kernel)
- Identify and interpret bandwidth
- Estimate the spectral density parametrically