AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES

DOI10.1111/J.1467-9892.1988.TB00472.XMaRDI QIDQ3833470zbMATH OpenOpenAlexFDO

Authors Zhao-Guo Chen

Publication date 1988

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1988.tb00472.x

zbMATH Keywords

convergence rate of sample covariance functionFejér kernelhidden frequencieslinear processeslocal signal-to-noise ratiomaximum of periodogramspectral densitystrong consistency

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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• Consistent estimates for hidden frequencies in a linear process
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Cites work

• Autocorrelation, autoregression and autoregressive approximation
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• The maximum of the periodogram

Cited in

(6)

• Hidden frequency estimation with data tapers
• Consistent estimates for hidden frequencies in a linear process
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• Comparison of periodogram tests
• Estimation of the frequency in cyclical long-memory series
• Autoregressive frequency detection using regularized least squares

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