Densities, Spectral Densities and Modality
The paper considers the problem of specifying simple adequate density and
spectral density functions. In both cases simplicity is measured by the
number of local extremes and a taut string method produces candidate functions
with increasing modality. Several concepts of approximation are
used to decide if a candidate taut string function is adequate with
given data or not. Refinements are introduced that improve the local adaptivity
of the procedures.