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

DOI10.1090/S0094-9000-2015-00933-9MaRDI QIDQ2944751zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 4054862 (Why is no real title available?)
• scientific article; zbMATH DE number 3762975 (Why is no real title available?)
• Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence
• On the estimation of a harmonic component in a time series with stationary dependent residuals
• The estimation and tracking of frequency
• The estimation of frequency
• The simultaneous estimation of a time series harmonic components and covariance structure

Cited in

(6)

• Detecting hidden periodicities for models with cyclical errors
• Detection of hidden periodicities in models with discrete time and long range dependent random noise
• Investigation of integrals of squared periodogram and their application for statistical parameter estimation
• On Kay's frequency estimator
• Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence
• Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane

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