Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters

DOI10.1090/S0094-9000-2015-00933-9zbMATH Open1327.62396OpenAlexW2079275292MaRDI QIDQ2944751FDOQ2944751

B. M. Zhurakovsky, O. V. Ivanov

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2015-00933-9

zbMATH Keywords

periodogram estimatorharmonic oscillationhidden periodicities

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear inference, regression (62J99)

Cites Work

• The estimation of frequency
• Title not available (Why is that?)
• The estimation and tracking of frequency
• Title not available (Why is that?)
• The simultaneous estimation of a time series harmonic components and covariance structure
• On the estimation of a harmonic component in a time series with stationary dependent residuals
• Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence

Cited In (1)

• On Kay's frequency estimator

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