A fast efficient technique for the estimation of frequency

DOI10.1093/biomet/78.3.489zbMath0737.62082OpenAlexW2103716751MaRDI QIDQ3985504

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Publication date: 27 June 1992

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/78.3.489

zbMATH Keywords

frequency estimationsimulationsleast squares estimatorstrongly consistentsinusoidal regressionfitting ARMA (2,2) models iterativelyperiodogram maximizer

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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