ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION

DOI10.1111/j.1467-9892.1989.tb00016.xzbMath0671.62087OpenAlexW2078695030MaRDI QIDQ3823684

Barry G. Quinn

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00016.x

zbMATH Keywords

time seriesperiodicitymartingaleAICstrongly consistent estimatorsinusoidautomatic information criterionestimating the number of sinusoidal terms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (11)

MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES ⋮ Fisher's g Revisited ⋮ Bayesian Model Search for Nonstationary Periodic Time Series ⋮ Consistent method for estimating sinusoidal frequencies: a non-iterative approach ⋮ Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise ⋮ Sinusoidal order estimation using angles between subspaces ⋮ Unnamed Item ⋮ Statistical Analysis of Non Linear Least Squares Estimation for Harmonic Signals in Multiplicative and Additive Noise ⋮ A consistent model selection for orthogonal regression under component-wise shrinkage ⋮ Consistency of a class of information criteria for model selection in non-linear regression ⋮ Semiparametric estimation for stationary processes whose spectra have an unknown pole

Cites Work

• The maximum of the periodogram
• Fitting autoregressive models for prediction
• Statistical predictor identification

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