DETERMINING THE NUMBER OF TERMS IN A TRIGONOMETRIC REGRESSION

DOI10.1111/j.1467-9892.1994.tb00216.xzbMath0814.62053OpenAlexW2085322894MaRDI QIDQ4319855

E. J. Hannan, Laimonis Kavalieris

Publication date: 18 June 1995

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00216.x

zbMATH Keywords

consistencytime seriesleast squaressimulationsadditive noiseminimum description length principlestructure selectionmodel selection proceduresinusoidal regressionastronomical datahigh order autoregressionnumber of sinusoidal termssmall sample efficacyunknown correlation

Mathematics Subject Classification ID

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

Related Items (10)

Fisher's g Revisited ⋮ Recovery of periodicities hidden in heavy‐tailed noise ⋮ Consistent method for estimating sinusoidal frequencies: a non-iterative approach ⋮ Sinusoidal order estimation using angles between subspaces ⋮ Statistical analysis and time-series models for minimum/maximum temperatures in the Antarctic Peninsula ⋮ 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 ⋮ Semiparametric estimation for stationary processes whose spectra have an unknown pole ⋮ Consistent order selection with strongly dependent data and its application to efficient estimation. ⋮ On detecting harmonic oscillations

Cites Work

• Convergence rates for inverse Toeplitz matrix forms
• A law of the iterated logarithm for an estimate of frequency
• Unnamed Item

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