A statistically and computationally efficient method for frequency estimation

DOI10.1016/S0304-4149(99)00085-XzbMath1024.62037MaRDI QIDQ1411875

D. Massart

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

limiting distributions; adaptive regularization parameter; initial guess; contraction mapping method; estimating frequencies of sinusoids; iterative search procedures

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis