Asymptotic analysis of a multiple frequency estimation method (Q689345)
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scientific article; zbMATH DE number 445127
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| English | Asymptotic analysis of a multiple frequency estimation method |
scientific article; zbMATH DE number 445127 |
Statements
Asymptotic analysis of a multiple frequency estimation method (English)
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6 December 1993
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strong consistency
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contractive mapping
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frequency estimation
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harmonic retrieval
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spectral analysis
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autoregressive representation
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multiple frequency estimation
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mixed-spectrum time series
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parametric filtering
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bias
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Prony's least-squares estimator
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least-squares estimator
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fixed- point
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PF estimator
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almost sure convergence
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asymptotic normality
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0.7874693870544434
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0.7784568667411804
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0.7757889628410339
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0.7685415148735046
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