ON LOW AND HIGH FREQUENCY ESTIMATION

DOI10.1111/J.1467-9892.1996.TB00282.XMaRDI QIDQ4715706zbMATH OpenOpenAlexFDO

Authors Dawei Huang

Publication date 23 March 1997

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

Full work available at URL https://doi.org/10.1111/j.1467-9892.1996.tb00282.x

zbMATH Keywords

Cramer-Rao boundefficiencyestimation accuracyGaussian white noiselow and high frequency estimationmaximum likelihood estimationmean square errorshort-time Fourier transformsimulationunbiased estimator

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Accurate frequency estimation at low signal-to-noise ratio
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Cites work

• On frequency estimation
• The estimation of frequency
• The maximum of the periodogram

Cited in

(5)

• Hidden frequency estimation with data tapers
• A Tight Lower Bound for High Frequency Moment Estimation with Small Error
• scientific article; zbMATH DE number 4093337 (Why is no real title available?)
• ON-LINE FREQUENCY ESTIMATION
• Autoregressive frequency detection using regularized least squares

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