Consistent estimates for hidden frequencies in a linear process

DOI10.2307/1427391zbMath0661.62094OpenAlexW2312881054MaRDI QIDQ3810749

Zhao-Guo Chen

Publication date: 1988

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427391

zbMATH Keywords

rates of convergencelaw of iterated logarithmstrong consistencyFejer kernelmaximum of periodogramsecondary analysisalmost sure convergence of the periodogramhidden frequencies

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Strong limit theorems (60F15)

Related Items (9)

Comparison of periodogram tests ⋮ Estimation of the mixed AR and hidden periodic model ⋮ PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION ⋮ Tests of periodicity with missing observations ⋮ Consistent estimates for hidden frequencies in stationary processes for irregularly observed data ⋮ An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression ⋮ Testing for a jump in the periodogram ⋮ Unnamed Item ⋮ Semiparametric estimation for stationary processes whose spectra have an unknown pole

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