AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS

DOI10.1111/J.1467-9892.1993.TB00155.XzbMATH Open0779.62086OpenAlexW2098712706MaRDI QIDQ3141192FDOQ3141192

Authors: Xiaobao Wang 

Publication date: 10 December 1993

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00155.x

zbMATH Keywords

strong consistencycolored noisemaximum of periodogramAIC type estimatornumber of cosinusoids

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• The maximum of the periodogram
• The estimation of frequency
• On frequency estimation
• On the asymptotic distributions of maxima of trigonometric polynomials with random coefficients
• A stability result for the periodogram
• Autoregressive frequency estimation
• A law of the iterated logarithm for an estimate of frequency

Cited In (5)

• A consistent model selection for orthogonal regression under component-wise shrinkage
• Sinusoidal order estimation using angles between subspaces
• Consistent order selection with strongly dependent data and its application to efficient estimation.
• Testing for a jump in the periodogram
• Statistical analysis of non linear least squares estimation for harmonic signals in multiplicative and additive noise

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