The maximum of the periodogram

DOI10.1016/0047-259X(83)90017-9MaRDI QIDQ1053404zbMATH OpenFDO

Authors Hongzhi An, Zhao-Guo Chen, E. J. Hannan

Publication date 1983

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

strong convergencelaw of iterated logarithmstationary ergodic processmaximum of periodogram

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Trigonometric polynomials, inequalities, extremal problems (42A05)

Cites work

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• THE DISTRIBUTION OF PERIODOGRAM ORDINATES
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
• The estimation of frequency
• The estimation of the order of an ARMA process

Cited in

(29)

• AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS
• A statistically and computationally efficient method for frequency estimation
• A consistent model selection for orthogonal regression under component-wise shrinkage
• Estimation of the frequency in cyclical long-memory series
• On maxima of periodograms of stationary processes
• Asymptotic normality of sample autocovariances with an application in frequency estimation
• AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES
• Estimation of the mixed AR and hidden periodic model
• A law of the iterated logarithm for an estimate of frequency
• The periodogram at the Fourier frequencies
• A goodness-of-fit test for ARCH(\(\infty\)) models
• A goodness-of-fit test for ARCH(\(\infty\)) models
• The maximum of the periodogram of a non-Gaussian sequence.
• Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
• Asymptotics of least squares for nonlinear harmonic regression
• THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES
• Goodness of fit for lattice processes
• ON-LINE FREQUENCY ESTIMATION
• ON LOW AND HIGH FREQUENCY ESTIMATION
• ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION
• Testing for structural change in regression with long memory processes
• An alternative bootstrap to moving blocks for time series regression models
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• Differencing as an approximate de-trending device
• scientific article; zbMATH DE number 958367 (Why is no real title available?)
• A bootstrap causality test for covariance stationary processes
• The expected \(L_{p}\) norm of random polynomials
• Covariance matrix estimation for stationary time series
• Residual log-periodogram inference for long-run relationships

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