Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters
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Publication:2944751
DOI10.1090/S0094-9000-2015-00933-9zbMATH Open1327.62396OpenAlexW2079275292MaRDI QIDQ2944751FDOQ2944751
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
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Cites Work
- The estimation of frequency
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- The estimation and tracking of frequency
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- 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
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