THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES

DOI10.1111/J.1467-9892.1989.TB00012.XMaRDI QIDQ4733262zbMATH OpenOpenAlexFDO

Authors E. J. Hannan, Barry 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.tb00012.x

zbMATH Keywords

simulationsalgorithmregularityapproximationmaximum entropyweak mixingtrigonometric polynomialfrequency estimationtrigonometric regressionclosely adjacent frequenciesmaximization of the regression sum of squaresspectral linezero mean stationary process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3550006 (Why is no real title available?)
• A parameter estimation approach to estimation of frequencies of sinusoids
• Ergodic theory. Introductory lectures
• On the asymptotic distributions of maxima of trigonometric polynomials with random coefficients
• The central limit theorem for time series regression
• The estimation of frequency
• The maximum of the periodogram

Cited in

(6)

• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• Testing for a jump in the periodogram
• The light spectrum near the Argyres-Douglas point
• A robust periodogram for high-resolution spectral analysis
• Genetic algorithm and M-estimator based robust sequential estimation of parameters of nonlinear sinusoidal signals
• Lasso-type recovery of sparse representations for high-dimensional data

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