A fast efficient technique for the estimation of frequency

DOI10.1093/BIOMET/78.3.489MaRDI QIDQ3985504zbMATH OpenOpenAlexFDO

Authors

Publication date 27 June 1992

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/78.3.489

zbMATH Keywords

fitting ARMA (2,2) models iterativelyfrequency estimationleast squares estimatorperiodogram maximizersimulationssinusoidal regressionstrongly consistent

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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• Algorithm 1023: Restoration of Function by Integrals with Cubic Integral Smoothing Spline in R
• A fast frequency domain notch periodogram algorithm
• Improved detection of a random amplitude sinusoid by constrained least-squares technique
• A parallel recursive framework for modelling time series
• Sinusoidal order estimation using angles between subspaces

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