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Software Defined Radio (SDR) and Cognitive Radio (CR) are promising technologies, which can be used to alleviate the spectrum shortage problem or the barriers to communication interoperability in various application domains. The successful deployment of SDR and CR technologies will depend on the design and implementation of essential security mechanisms to ensure the robustness of networks and terminals against security attacks. SDR and CR may introduce entirely new classes of security threats and challenges including download of malicious software, licensed user emulation and selfish misbehaviors. An attacker could disrupt the basic functions of a CR network, cause harmful interference to licensed users or deny communication to other CR nodes. The research activity in this area has started only recently and many challenges are still to be resolved. This paper presents a survey of security aspects in SDR and CR. We identify the requirements for the deployment of SDR and CR, the main security threats and challenges and the related protection techniques. This paper provides an overview of the SDR and CR certification process and how it is related to the security aspects. Finally, this paper summarizes the most critical challenges in the context of the future evolution of SDR/CR technologies.