Consistent estimates for hidden frequencies in a linear process

DOI10.2307/1427391MaRDI QIDQ3810749zbMATH OpenOpenAlexFDO

Authors Zhao-Guo Chen

Publication date 1988

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427391

zbMATH Keywords

almost sure convergence of the periodogramFejer kernelhidden frequencieslaw of iterated logarithmmaximum of periodogramrates of convergencesecondary analysisstrong consistency

Mathematics Subject Classification ID

Strong limit theorems (60F15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES
• Consistent estimates for hidden frequencies in stationary processes for irregularly observed data
• Hidden frequency estimation with data tapers
• On estimating the hidden periodicities in linear time series models
• Estimation of hidden frequencies for 2D stationary process

Cited in

(21)

• On estimating the hidden periodicities in linear time series models
• Estimation of the mixed AR and hidden periodic model
• Semiparametric estimation for stationary processes whose spectra have an unknown pole
• Hidden frequency estimation with data tapers
• Estimation of hidden frequencies for 2D stationary process
• Composite quantile periodogram for spectral analysis
• Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters
• scientific article; zbMATH DE number 4174186 (Why is no real title available?)
• scientific article; zbMATH DE number 4203530 (Why is no real title available?)
• scientific article; zbMATH DE number 4098575 (Why is no real title available?)
• AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES
• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• Tests of periodicity with missing observations
• Consistent estimates for hidden frequencies in stationary processes for irregularly observed data
• Testing for a jump in the periodogram
• scientific article; zbMATH DE number 2062050 (Why is no real title available?)
• Recovery of periodicities hidden in heavy-tailed noise
• Comparison of periodogram tests
• scientific article; zbMATH DE number 958367 (Why is no real title available?)
• Noise Resistant Control Charts for Detecting Periodicity from Correlation
• An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression

This page was built for publication: Consistent estimates for hidden frequencies in a linear process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3810749)