The maximum of the periodogram

DOI10.1016/0047-259X(83)90017-9zbMATH Open0517.62094MaRDI QIDQ1053404FDOQ1053404

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 estimation of the order of an ARMA process
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• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
• THE DISTRIBUTION OF PERIODOGRAM ORDINATES
• Title not available (Why is that?)
• The estimation of frequency
• Title not available (Why is that?)

Cited In (29)

• THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES
• A bootstrap causality test for covariance stationary processes
• Residual log-periodogram inference for long-run relationships
• A consistent model selection for orthogonal regression under component-wise shrinkage
• Asymptotic normality of sample autocovariances with an application in frequency estimation
• Differencing as an approximate de-trending device
• A goodness-of-fit test for ARCH(\(\infty\)) models
• Goodness of fit for lattice processes
• A goodness-of-fit test for ARCH(\(\infty\)) models
• An alternative bootstrap to moving blocks for time series regression models
• On maxima of periodograms of stationary processes
• Estimation of the mixed AR and hidden periodic model
• The periodogram at the Fourier frequencies
• The maximum of the periodogram of a non-Gaussian sequence.
• A statistically and computationally efficient method for frequency estimation
• ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION
• Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS
• AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES
• Title not available (Why is that?)
• ON-LINE FREQUENCY ESTIMATION
• ON LOW AND HIGH FREQUENCY ESTIMATION
• Testing for structural change in regression with long memory processes
• The expected \(L_{p}\) norm of random polynomials
• Covariance matrix estimation for stationary time series
• Asymptotics of least squares for nonlinear harmonic regression
• Estimation of the frequency in cyclical long-memory series
• A law of the iterated logarithm for an estimate of frequency

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