After learning a bit about the techniques you referred to in your question (new to me since I last worked with EEG), a brief search turned up:
Cui J, Xu K, Bressler SL, et al. ‘BSMART: A Matlab/C toolbox for analysis of multichannel neural time series’, Neural Netw. 2008 October; 21(8): 1094–1104. http://www.brain-smart.org/download/BSMART_NeuralNetworks08.pdf
The link to the toolbox listed there is at: http://www.brain-smart.org/ . I haven't downloaded it myself.
The MATLAB Signal Processing Toobox itself also has ‘aryule’ http://www.mathworks.com/help/toolbox/signal/ref/aryule.html and ‘spectrogram’ http://www.mathworks.com/help/toolbox/signal/ref/spectrogram.html that looks similar to the SdDTF.
I didn't search further or look through the File Exchange to see if other packages exist.
